The colour codes aren't case-sensitive. Maybe you are like me (a novice!) and a clearer step by step, would help?
Because I am new to playing with colour schemes, I don't touch anything else about the code, other than the colour numbers themselves, (or in the case of adding to blank areas, I'm careful to ask, or to use the same standard I find in other boxes).
CP > Display Options > Styles > Create a new style > use the Copy Settings from your site skin button (rather than messing with the original) > click General CSS Properties > click body > below that box click Special Link Properties > then in all four blank boxes type this exactly...
(note the colon, space, pound sign, six-character number, and semi-colon!)
> then click Update Preview Area and see if the words Link Directly on Background changed to what you wanted!
I think that should work. If I'm steering you wrong, hopefully one of the wise gurus here will say - ack, don't do what she said!
Good luck figuring it out.