Not entirely sure if you're asking how to change the actual icon, or how to cahnge the highlight color within the Start Menu...
If you're asking about how to change the actual icons, check out
reStart or
CSMI. These threads have info and links on how to cahnge icons, as well as links to icon packs.
If you're asking about the highlight color, that is controlled by a .PNG image file in your \Windows directory. I've attached a copy of a blue one that I used to use. If you have one you'd rather use, just make sure it's in the correct size (192x166) and rename it to "StartMenu_Selection.png". Then just put this file into your \Windows directory and do a soft reset.
Keep in mind that you may have to use a stronger file explorer (like Total Commander) to allow the file to be overwritten... If it won't let you overwrite the old file, just rename the old file to "StartMenu_Selection.png.bak", then paste in your new file.
Hope that helps!!!
EDIT* This is only if you're running 6.5 or 6.5.x on your phone. This won't work on 6.1.
EDIT2* Attached the .PNG image