I think I have found the solution. Disabling Aero itself doesnt help, that's when we get the pale grey color.
Instead, we have to reset the Windows Vista Basic color scheme.
Here is how to do it:
1. Go to Personalization
2. Windows Color and Appearance
3. Click on "Open classic appearance properties for more color options"
4. Set the color theme to Windows Vista Basic.
Although, from now on, I have the old dialog box for the colors, haven't found a way to change it back to the new Vista style, but frankly, I don't give a damn, I just want it to be black everywhere