Based on it, I assume that you've used the approach demonstrated in the Customizing Dialog Windows article.
To be able to change the appearance of the title bar, you need to use a RadWindow (or another custom window implementation) instead of a native window. You can then edit the control template of this window to change its background.
In the case of the RadWindow, you need to change the Fill of the HeaderBackgroundVisual element in its template.
For your convenience, I've gone ahead and demonstrated this in a small sample project. Please note that this would only work for the Office_Black theme and if you're using another theme, you need to extract and edit its template accordingly.
On a side note, you can also customize the scheduler dialog as explained here: Custom Dialogs. In this case, you can modify the control template of the SchedulerWindow control by creating an implicit style.