I'm on Windows and my vim loads with a terrible colorscheme with vim. The message is blue on black (so I can't see what I'm typing). I need to change the colorscheme, but :colorscheme slate doesn't do anything.

:version
vim - vi improved 7.3 (2010 aug 15, compiled oct 27 2010 17:51:38)
ms-windows 32-bit console version
included patches: 1-46
compiled by bram@kibaale
big version without gui.  features included (+) or not (-):
+arabic +autocmd -balloon_eval -browse ++builtin_terms +byte_offset +cindent +clientserver +clipboard
+cmdline_compl +cmdline_hist +cmdline_info +comments +conceal +cryptv +cscope +cursorbind +cursorshape
+dialog_con +diff +digraphs -dnd -ebcdic +emacs_tags +eval +ex_extra +extra_search +farsi +file_in_path
+find_in_path +float +folding -footer +gettext/dyn -hangul_input +iconv/dyn +insert_expand +jumplist
+keymap +langmap +libcall +linebreak +lispindent +listcmds +localmap -lua +menu +mksession +modify_fname
 +mouse -mouseshape +multi_byte +multi_lang -mzscheme -netbeans_intg -osfiletype +path_extra -perl
+persistent_undo -postscript +printer -profile -python -python3 +quickfix +reltime +rightleft -ruby
+scrollbind +signs +smartindent -sniff +startuptime +statusline -sun_workshop +syntax +tag_binary
+tag_old_static -tag_any_white -tcl -tgetent -termresponse +textobjects +title -toolbar +user_commands
+vertsplit +virtualedit +visual +visualextra +viminfo +vreplace +wildignore +wildmenu +windows
+writebackup -xfontset -xim -xterm_save -xpm_w32
     system vimrc file: "$vim\vimrc"
         user vimrc file: "$home\_vimrc"
 2nd user vimrc file: "$vim\_vimrc"
            user exrc file: "$home\_exrc"
    2nd user exrc file: "$vim\_exrc"
compilation: cl -c /w3 /nologo  -i. -iproto -dhave_pathdef -dwin32   -dfeat_cscope       -dwinver=0x0400 -d_win32_winnt=0x0400  /fo.\objc/ /ox /gl -dndebug  /zl /mt -ddynamic_iconv -ddynamic_gettext -dfeat_big /fd.\objc/ /zi
linking: link /release /nologo /subsystem:console /ltcg:status oldnames.lib kernel32.lib advapi32.lib shell32.lib gdi32.lib  comdlg32.lib ole32.lib uuid.lib /machine:i386 /nodefaultlib  libcmt.lib   user32.lib
                        /pdb:vim.pdb -debug

My $HOME\_vimrc looks like

colorscheme slate
syn on
set shiftwidth=2
set tabstop=2

and my $VIM\vimrc is the stock vimrc that comes with the Windows Vim distribution.

How do I change my console Vim colorscheme? Especially for Git commits.