The Spanish Queen has the privilege of wearing white clothes.
It has now been extended (the privilege of wearing white) to all Catholic Queens (and reigning Princesses/Granduchesses). That is why the queen of Belgium and the Granduchess of Luxembourg were seeing in white at the Inaugural Mass of Pope Benedict XVI besides the queen of Spain. In years past, even these would have worn black like any other person received in audience by a pope. Sadly however, protocol is not so respected any longer, and Queen Margrethe of Denmark wore a pale grey suit a couple of years back to visit the pope (though always before she had worn black). The queen of Spain, even, whenever the Pope has visited for World Youth Day or other occasions, only wears white sometimes and the mantilla or veil is hardly ever donned... too sad to see these things (our culture, our mores) go.