I just realised this now. The colour theme you choose will make the colour of the words on the XMB sort of that colour. Its not exactly red or green or whatever colour you've chosen, but you can tell that its sort of got a bit of that colour in it.
See it for yourself=
Set a white or black background and you'll be able to see what Im talking about.
NOTE: Words that do not have the themes colour in them=
Video, Game, Network, Photo, Music, Settings, Free Space & the Date and Time at the top. These all stay full white. The other words will be noticeable though.