You can't change the color of a single header. You can change the color of all headers. On the Design tab of the User Properties window you can check the option Always Show Design Menu Items. When you've done that you can right click on the header cell and choose Custom Format Cell. There you can find options to change the color of the header text.
It's not possible to change the header to an image. What you could do is use a textbox and place it over the header. This is tricky to get exactly right and in the ajax client it will probably be misaligned again.