How do I change the color of the LED light??

I used to use Handcent but it drained my battery and kept giving me problems. I didn't know that it was that that was making my text message light blue. Now it's green and I don't like it... how do you change the color of your lights? the only one the works now is green and of course red when battery is low. People were saying "Missed Call" but I went to the Market and I can't figure out which one is the "Missed Call" that everyone is talking about. Any ideas??