If that’s the one that creates a dropdown via the jquery UI framework. Then all you need to do is to customize the dropdown CSS classes. The combobox widget adds the .ui-combobox, .ui-combobox-toggle , .ui-combobox-input classes. You can also override the ones that come bundeled with the jquery ui framework.
If you can’t find the CSS class name you want to modify you can always right-click and inspect element in chrome or use firebug in firefox to find out what classes does the dropdown use.
Sorry, but i can’t embed links, I’m new to the forum, so you gotta copy/paste them.