I had created a Web Part with a GridView and explicitly set the header background color to dark blue and the forecolor to white.
<asp:GridView ID="UserGroupsTable" runat="server" >
lt;HeaderStyle BackColor="#006699" Font-Bold="True" ForeColor="White" />
Unfortunately, SharePoint overrode the style somehow with the core.css file. After a bit of troubleshooting in SharePoint designer, I got it working by overriding the CSS for the web part page.
For more information on MOSS 2007 CSS, check out Heather's site:
Heather Solomon - CSS Reference Chart