Dan Redman's problem is the opposite of Judy Port's. The captions under his XP desktop icons are black, inside ugly gray boxes. He wants to return to the default white text against the wallpaper.
When you changed the icon color, you turned off drop shadows. All you need do to fix it is turn them back on:
Select Start, then Run, type sysdm.cpl, and press ENTER. Click the Advanced tab. In the Performance box, click the Settings button. Scroll down to and check Use drop shadows for icon labels on the desktop. Click OK for each box.