Version:           4.0 beta 3 (using KDE 4.0.5)
OS:                Linux
Installed from:    SuSE RPMs

I tried to organize my todo-list in different categories and display them in different colours.

At first I added some new categories (work, other, ...) by using settings -> Manage categories...
After that I tried to colorize them by using settings -> configure korganizer -> colors and fonts -> (select the custom category(left)) -> (select a custom color (right).
Then I applied with OK-Button and after this with Apply-Button in the underlying Window.

"Now" the custom colour was applied to the category.

But, when I close the window/application and restart it, the category colour of my custom category is back on default (lightgreen).

Comment:
In the (I guess) local config-file "korganizerrc" in directory "/home/<user>/.kde4/share/config" my custom categories with applied colours are noted under [Category Colors2]. If I delete the "2" in [Category Colors2], the custom colours will be loaded on restart, but then I can't change it anyway in the program...