There are 4 images for each screen: EMPTY OFF ON DOWN, make that blue section of the EMPTY image PINK and make the other screens as usual. RR will scan for that pink section and cut it off for you.
You also have to make sure that the file is a BMP so that the JPG compression doesn't loose pixels here and there.
Make your .skin file plus the images you made available if you can't get it to work. You can upload it to my ftp site if you don't have anywhere to send it -- the address is on the skins list thread.