Typically the highlight box *should* remain at the last
selected color. So if you inserted one and changed the color to
Red, the next one you insert should be Red.
However, I've also seen where this doesn't seem to hold true.
Another thing you can try is to configure the colors you wish, then
use the "Apply to all" function. This is a check box you find in
the lower left corner of the dialog.
Keep in mind that the Apply to all may not always apply to
all. Sometimes it may be a bit of hit and miss.