There are some window elements you can't change in the Desktop Properties item; you have to edit the Registry. Since the Registry understands colors only as combinations of RGB (red, green and blue) numbers, you'll need a color key to find out what numbers to enter. Fortunately, Windows has one.
You'll need to go back to the Appearance item using the instructions in the "Color Control" tip. Once there, click on Colors, then Other. Near the bottom right corner of the dialog box, you'll see three boxes labeled Red, Green and Blue, respectively. Here's where you'll get your numbers. Use the four-point color identifier and the sliding rule to choose the color of your choice. When you've got it, write down the three numbers in the RGB boxes. Repeat for each additional color you want to use. Now open the Registry editor (run regedit.exe) and drill down to HKEY_USERS\.Default\ControlPanel\Colors. Here you'll find all the screen elements. To change one, double-click on it and replace the current value with one of your sets of numbers. When things look the way you want them to, go back to the Appearance item and Save As a new scheme.