kculm:
On the at85 I use 3,Red 0,Green 1,Blue.
Shuffle that red over to D4 and I think you'll have a better result. The tiny core doesn't give you hardware PWM control on D3 so the effect of analogWrite() will be a harsh cut-over from OFF to ON.
As identified above, you will still need to drive them using a transistor of some sort as (from page 166 of the ATTiny85 datasheet) the maximum power for any one pin is only 40mA so rather than sourcing the LED power from a pin you'll want to control it from a pin, and have the LEDs draw their power directly from a source that's attenuated by that transistor-PWM combination.
Cheers ! Geoff