All the answers are songs, singers or groups with colours in the name:
5. Don't Point That At Me (4,6) 7. Don't you step on them (4,5,5) 12. Keith could be this colour when he's hot (4,5) 22. It's a bit dark for Sunday (5,7) 39. Small Atoll (4,5,5,,5,6,5,3,6)