It's happening because the shell you use (bash or zsh) has color-coded output for particular permissions.
Here's everything pertaining to colors in my .zshrc:
Code:
alias ls="ls --color=yes"
alias lsmost='ls -ot --color=no|most'
export LS_COLORS="ex=31:*.o=43:*.do=20"
"alias ls ..." means that I always want colors to show. This is probably the offending line in your configuration file. Find it; it may be in etc/bashrc or etc/bash_profile. There will be a .bashrc (or for whatever shell you use) in your home directory and you can look at it to either find the code or where it resides.
That last line actually controls what colors I see: executables are red, object files are yellow and Stata do-files are 20 (which I think is green...)
Joel