I had this same issue and found out from Brother that I must have installed another embroidery program that took over my color settings. I didn't but that's the only way they say it will reset the colors.
I reinstalled the software and all went back to normal for awhile. It comes up every now and again and for the life of me I can't figure out if I am opening a software like a printing program or something that is changing the settings but if you get and answer to this one I would love to be able to make it stop doing this.

I've done a little more research with the web site I download my designs from, Embroidery Library.
Short story - it is the colors/manufacturer that the design is made with that will be the "default" when the design is downloaded.
EmbLibrary.com uses Maderia Rayon.
My brother software defaults to Brother colors. There is no way to change that default that I know of.
Soooooo. I have to take a picture of the design, and manually change each color, via my PE6, to the Maderia Rayon colors. (Make sense)?
Of course you can buy whatever thread brand you want,close to the design colors.
Also I have PE6 so maybe a later version will allow us to change that "brother color" default. I might follow up with Brother. Will post whatever I find.
Hope that helps someone.
Mo