Just as there's nothing in the object model that will let you control the colorscheme there's also no event in Office applications to tell you when this takes place.
When the user changes the color scheme a Registry entry changes.
HKCU\Software\Microsoft\Office\12.0\Common\Theme
I suspect it's possible to trap this over the Windows API, but I don't know whether the .NET framework supplies the interface for it, or not. If you don't know either <g>, try asking in the "Base classes" forum?