The colors for dialogs, like the one you posted, are set by the operating system. They should be the same as are used by Windows Explorer or any other application on your system. See the attached picture from my Windows XP system.
I'm going to assume that SlickEdit looks different from your other applications, but just in case you can change those colors as follows: right-click on your desktop and select "Properties" to bring up the Display Properties dialog. Select the Appearance tab and click the Advanced button.
Instead of setting individual colors, you might try switching to a different color scheme (also on the Appearance tab) to see if SlickEdit is still black. Then switch back if you prefer the original.
If that doesn't work, you might try rebooting your system. If none of this helps, let us know. Something odd is definitely going on here.