typically that is done at the beginning of the html code or in a css style sheet. go to http://www.w3schools.com/ there are some really good tutorials there on how to set up certain parts of your site. Also type in Google html code and you will get tons of sites with free codes and tutorials.
I know from user feedback at work changing links away from the default format just confuses the customers. Stick to standard and you will keep more people on your sit.
