You can't change the color of the circle wihout changing the color of the slider. But you can override the color of the slider.
Go to your skin folder and open skin.ini file with notepad or some other program.
Paste SliderTrackOverride: 0,0,0 in to your file and that will change your slider color to black (0,0,0)
If you want to choose any other color google color picker and pick your color. Then write the numbers that you get of R G B instead of 0,0,0
Next time please read Skinning tutorial :
http://osu.ppy.sh/forum/t/51694?hilit=tutorial