I don't have Illustrator CS but i'm going to assume it's not that different from 10. In your gradient tool box (F9) you should have sliders. Click on a slider to select which slider you want to change the color for and then go to your Color (F6) tool box and set it to either RGB or CMYK (by clicking on the little arrow on the top right) whatever you need and play with the sliders there to select your color.
Do the same for the other gradient slider.
Note: you cannot select a slider and then select a swatch color as this will remove the gradient and apply the swatch (pretty sure it works this way in CS as well)
Clicking beside a slider will add another slider for you to have more than two colors in a gradient.
Clicking on a slider and dragging towards the bottom will remove it and it's color.