I am new to this thing too, but what I have found so far are three alternative solutions (of which I haven't used yet):
1) Edit css overriding the Jquery UI styles. (maybe by using " !important " or make your selectors more specific)
To do this you need to find the names of the classes or ids with Firebug
2) Use ThemeRoller (you can find it in jqery ui, google it)
I think it is the most easy solution, but I don't like it as I prefer styling my own, not relying in someone else's style interface..
3) Remove existing class and add your own. I don't know how, just google it if you are interested, but I feel it is more difficult.
It is a pity that a so large community don't help each other, I see only few replies inside this forum and I cannot understand what 31 (online at this moment) moderators are doing..