You need to edit the following style in video.css( templates/css) for modifying "You can not add your own videos to your favorites"

#video_tools_result {
margin-top: 0.5em;
border: #ff9900 1px solid;
background-color: #ffffcc;
padding:1em;
}


To modify yellowish background red border, edit the following style in video.css( templates/css)
.error
background-color:#FFFFCC;
background-image:url(../images/msg_error.gif);
background-position:10px 5px;
background-repeat:no-repeat;
border:1px solid #FF0000;
color:#FF0000;
font-weight:700;
margin:auto auto 0.2em;
padding:1em;
text-align:center;
vertical-align:middle;
}