I have the higher model version of that CD player, the one with the color LCD display. They should still be relatively the same. You are talking about the color behind the volume wheel or the selection buttons? The selection buttons you just go into the menu and the color options should be rather clear. The light behind the volume wheel is changed by going to the color options and hitting the "source" button. There is only two colors, orange and green, which is a tad silly because there are literally thousands of color possibilities for the other buttons. But nevertheless, that is how you do it.
Good luck.