>>Don't! Whatever you do, DONT!!! Let the users do that by changing Windows color scheme
>
>Why is that? What if they want MS Word in blue and my app in green, at given time?

It's what is the current standard in the Windows world. But it's all up to you. And even if you are able to get it your way, I would still make it easily possible for your customers to get what they most likely want anyway, namely what they can select in Windows. Most people are tired of fancy, meaningless color combinations.