Basically you can override the default theme by defining your own custom theme. Eg if you installed with the BlackCandy theme the theme is stored in themes/blackcandy. Now when you add a module it first looks for its templates, images and css from themes/blackcandy_forum as blackcandy is the current theme. If that does not exist it uses the default styles in forum/.
So if you want to override any default styles (this covers the templates in sapphire and cms as well as any modules) you just need to create a yourcurrenttheme_modulename folder and place the files in there. This is whats known as a subtheme.