+2  A: 

If you are running on XP, you can set the group header color through the LVGROUPMETRICS structure. But from your screen shots, you are obviously on Vista or later. Unfortunately, after XP, this message does nothing.

So, sorry, no, there is nothing you can do to change the color. You can't even owner draw them.

Grammarian
Yes, I know. It is highly annoying. All items can be owner-drawn, but not the headers...
Andreas Rejbrand