Shouldnt the placement of the transistors be transposed.

PORT D
PNP collector to +5V feeding emitter to common Anode
Take the base to 0V via resistor to turn on an LED

PWM Outputs
NPN emitter to ground, Collector to R,G,B common cathodes
Take the base to +5V via resistor to turn on a colour.

You might also like to take a look at the RGB LED Controller Project http://www.rgbled.org

I am just waiting for the bits for my kit to arrive

Just my thoughts.

Regards