The dimension have become "Dangling". They have lost the connection to the entities that they were connected to before you replaced the components. Sometimes you can "reattach" the dimensions, other times you will need to delete the dangling ones and place new ones.
For example, for the "R1" dimension SolidWorks does not know what edge it is supposed to use to create the radius dimension. The part you replaced the original with does not have the same internal identification as the the original radius.
As Victor said, that color indicates that the annotation has lost reference to the model, and sometimes they can be re-attached and sometimes they can't. See #29 at FAQ - Part 2 for information on how to re-attach.