Navigation two Colors

well on Menu Admin Site (Dashboard/Design/Menus) you can give each Menupoint a Class.
On that Site you see on top the Options , press that little Button and than choose CSS-Class – this will give you the chance to set for each Menuitem an own css-class (e.g. blue, yellow and white)

the class goes to the li element

so maybe:

.blue {
    background-color: #009;
}

but then you have to change the text-color too e.g. :

.blue a {
    color: #fff !important;
}

you have to do that 3 times in your case