You must also install Microsoft .NET Framework. A window will come up while you are installing Paint.net telling you how to get Microsoft .NET Framework.
Step 2: Open Paint.net
Open Paint.net and your image. I used a red car for an example. First, click Adjustments, Hue / Saturation. You can now mess with the colors. I only changed the hue because I think it looks better without the saturation being changed. You can save it now, or go on, to learn how to change multiple parts of the image.
Step 3: Change Colors On Multiple Sections
Now you need to get out the magic wand tool. Select the part of the image that you want to change the color. You might also want to change the tolerance at the top to select more or less of the photo. Now do Adjustments, Hue / Saturation again and mess with the color more. You can do this on almost any photo. Have fun with it!