How to change the color of a single link?

Build a CSS selector that only reaches the link you want to color, and create the following rule in your CSS:

seu-seletor {
    color: #f00; /* vermelho - troque para a cor que quiser */
}

The shortest way is to put a unique ID on the link, and create a selector accordingly. For example, a link like this:

<a href="#" id="meulink">Bla bla bla</a>

requires a selector like this:

#meulink { color: #f00; }

You can go directly to the style of the link:

<a href="#" style="color: #F00">teste</a>