R – Changing the caret color in silverlight 2

It's possible Silverlight doesn't have it available but you should be able to use templatebinding:

<Path Fill="{TemplateBinding BackgroundColor}" />

Then you can use

<Button Background="Blue" />
<Button Background="Red" />
<Button Background="Green" />
<Button Background="Yellow" />

HTH

Although the DataGrid does not expose a Header Background property, it does have a property for the ColumnHeaderStyle. Using the technique that DaniCE has previously suggested for a single column we can replace the header template for all header columns including the empty space on the right hand side. The down side with replacing the entire template for a header is that we lose the sorting arrows and separators which are present in the default header template. Fortunately we can use a template browser to extract the default template being used and then modify a copy of it.

Here I've thrown together a quick example that will change the background of the column headers to LightBlue while keeping the separators and sorting. Take a look at the default DataGridColumnHeader template in a template browser to see how to deal with modifying the Background when the mouse hovers over the ColumnHeader.

<data:DataGrid x:Name="grid">
    <data:DataGrid.ColumnHeaderStyle>
        <Style 
            xmlns:primitives="clr-namespace:System.Windows.Controls.Primitives;assembly=System.Windows.Controls.Data" 
            xmlns:vsm="clr-namespace:System.Windows;assembly=System.Windows"
            TargetType="primitives:DataGridColumnHeader" >
            <Setter Property="Template">
                <Setter.Value>
                    <ControlTemplate TargetType="primitives:DataGridColumnHeader">
                        <Grid Name="Root">
                            <vsm:VisualStateManager.VisualStateGroups>
                                <vsm:VisualStateGroup x:Name="SortStates" >
                                    <vsm:VisualStateGroup.Transitions>
                                        <vsm:VisualTransition GeneratedDuration="00:00:0.1" />
                                    </vsm:VisualStateGroup.Transitions>
                                    <vsm:VisualState x:Name="Unsorted" />
                                    <vsm:VisualState x:Name="SortAscending">
                                        <Storyboard>
                                            <DoubleAnimation Storyboard.TargetName="SortIcon" Storyboard.TargetProperty="Opacity" Duration="0" To="1.0" />
                                        </Storyboard>
                                    </vsm:VisualState>
                                    <vsm:VisualState x:Name="SortDescending">
                                        <Storyboard>
                                            <DoubleAnimation Storyboard.TargetName="SortIcon" Storyboard.TargetProperty="Opacity" Duration="0" To="1.0" />
                                            <DoubleAnimation Storyboard.TargetName="SortIconTransform" Storyboard.TargetProperty="ScaleY" Duration="0" To="-.9" />
                                        </Storyboard>
                                    </vsm:VisualState>
                                </vsm:VisualStateGroup>
                            </vsm:VisualStateManager.VisualStateGroups>
                            <Grid.RowDefinitions>
                                <RowDefinition Height="*" />
                                <RowDefinition Height="*" />
                                <RowDefinition Height="Auto" />
                            </Grid.RowDefinitions>
                            <Grid.ColumnDefinitions>
                                <ColumnDefinition Width="Auto" />
                                <ColumnDefinition Width="*" />
                                <ColumnDefinition Width="Auto" />
                            </Grid.ColumnDefinitions>
                            <Rectangle x:Name="BackgroundRectangle" Stretch="Fill" Fill="LightBlue" Grid.ColumnSpan="2" Grid.RowSpan="2"  />
                            <ContentPresenter Grid.RowSpan="2" Content="{TemplateBinding Content}" Cursor="{TemplateBinding Cursor}" HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}" VerticalAlignment="{TemplateBinding VerticalContentAlignment}" Margin="{TemplateBinding Padding}" />
                            <Rectangle Name="VerticalSeparator" Grid.RowSpan="2" Grid.Column="2" Width="1" VerticalAlignment="Stretch" Fill="{TemplateBinding SeparatorBrush}" Visibility="{TemplateBinding SeparatorVisibility}" />
                            <Path Grid.RowSpan="2" Name="SortIcon" RenderTransformOrigin=".5,.5" HorizontalAlignment="Left" VerticalAlignment="Center" Opacity="0" Grid.Column="1" Stretch="Uniform" Width="8" Data="F1 M -5.215,6.099L 5.215,6.099L 0,0L -5.215,6.099 Z ">
                                <Path.Fill>
                                    <SolidColorBrush Color="#FF444444" />
                                </Path.Fill>
                                <Path.RenderTransform>
                                    <TransformGroup>
                                        <ScaleTransform x:Name="SortIconTransform" ScaleX=".9" ScaleY=".9"  />
                                    </TransformGroup>
                                </Path.RenderTransform>
                            </Path>
                        </Grid>
                    </ControlTemplate>
                </Setter.Value>
            </Setter>
        </Style>
    </data:DataGrid.ColumnHeaderStyle>
</data:DataGrid>

Hope this helps!