How do I change the calendar dot color on iPhone iOS 4? [duplicate]

The only way I know how to do it is in iCal (providing you have a Mac). Ctrl+click on the Calendar along the left side of the screen >> Get Info >> Click the color selector on the right to change the color. Here's a screenshot

screenshot


It seems impossible directly on the iPhone/iPod. I have a MobileMe account, and I can change the calendar colours from within the MobileMe web interface. Maybe this is possible with other snychable calendars (Google, Outlook, iCal), too. But I have none of them to try it.