Changing color is not easy with most of the skins because they use images to accomplish their styling. See the different skins here
http://demos.telerik.com/aspnet-ajax/panelbar/examples/functionality/firstlook/defaultcs.aspx (Click the Skins drop down in the upper right). I believe the Simple skin is the only one that you can style with css. Otherwise you can this tool:
http://stylebuilder.telerik.com/ to edit skins.
Dan