I've never done colours in the console through java before. Though I think you could *probably* to it, it wouldn't be worth while, and it defeats the purpose of crossplatform independence. The AWT should have something that lets you hook into the OS commands, but I don't know if they are accessible for the programmer to manipulate.
It would be easier to create a GUI that emulates a console window and apply text color to that. You can make it look and feel like a console window, but it would be cross platform which rocks.
The problem with the consoles is that colours are platform dependent. Even with C you'd need to inspect you're environment, import the correct libraries and issue the proper commands.
Consoles are such a pain, but as long as you're happy with the default background and colours that you use, they are way faster than a gui ever could be.
header('HTTP/1.1 420 Enhance Your Calm');