Are you using Win XP? This is what I used plus on a french version, so my terms might not be accurate. I'll try and figure out the english terms.
The red arrow is about where you should click or it points the selection you should click.
In display properties select modified theme.
Then select advanced setting in the appearance tab.
Then select text and modify the settings in the red rectangle.
Then select window and again modify the settings in the red rectangle.
Then select active window
Then lastly select inactive window