I'm guessing by the colour code that this is *nix and not Windows, correct?
I would be tempted to make use of the define preprocessor directive in this scenario. You could use an enum, yes, but then I think you'd probably have to overload the ofstream << operator to allow compilation.
Note that in *nix, or at least in the implementation I'm using (HP-UX through PuTTY), this set will set everything outside the program, i.e. - anything you enter in the command line and anything printed in the output buffer, to the colour you've specified. You might what to output the default colour before quitting the program.