To achieve this you have to change the style of the RadConfirm and set a different Background. You can find more information how to change the style in this forum post: http://www.telerik.com/community/forums/silverlight/window/styling-radwindow-confirm.aspx
Hope this information helps. If you have further questions please let us know.
All the best,
the Telerik team
Browse the videos here>>
to help you get started with RadControls for Silverlight