I thought I posted this earlier but I don’t see it, so here is my question.
Why does the Objects color change with nothing selected.
You may not have an object selected but the last object you had selected is the active object. So if you change material this will affect the active object. There is a difference between active and selected objects. You can have multiple objects selected but only one (the last ones elected) is active. You can see the difference if you select multiple objects, the last one has a slightly different outline colour.
Read about it in the wiki http://wiki.blender.org/index.php/Doc:Manual/Modeling/Objects/Selecting
Richard