Thanks to Firefox’s wonderful Firebug, I could zoom in on the bits of CSS involved and find their location:
http://(your.site.com)/assets/templates/default/css/menu.css
the definitions involved in that menu:
(line 74)
#divLeft a {
color:#FFFFFF;
}
(line 78)
#divLeft .left ul li a, #divLeft .right ul li a {
background:transparent url(../img/submenu_item.gif) no-repeat scroll 2px 6px;
padding:2px 0 5px 13px;
}
The white writing:
color:#FFFFFF;
You could use
background-color:#000033; or something in the block at line 78 to set a background.
Happy hunting!

KP