When in chat there should be a bunch of boxes on the bottom (one says Here, one says Options, one says Save...) at the end of the row there should be a white box. Click on that. You will see a huge bunch of color options. Yellow should actually be one of the ones on the far left column. Pick that and you should be good. The white box should now be yellow.
Sometimes the room will make the color go back to white but all you need to do is pick yellow again. One thing to watch out for is if you change color for some reason the chat scroll scrolls up a bunch so after you chnage colors make sure the chat scroll is at the bottom of the page. Otherwise you will wonder why nothing is happening.
