log4net ColoredConsoleAppender: log levels and its problems

I was playing around with the ColoredConsoleAppender of log4net. It allows you to display a certain log level in another color. For instance messages with an error level can be displayed red in the console. But I encountered some problems with it.

Making log4net run on .NET 4.0

I was playing around with .NET 4.0 and wanted to include logging. So I downloaded log4net (v1.2.10) and added the source project to my solution. The next thing to do was to configure log4net and I would be able to log to one or several 'appenders'. At least, that was what I thought! How to configure and use log4net is not the scope of this article, but you can find all what you need on the log4net site. A summary of the solution can be found at the bottom of this article.