RadComboBox comes with a predefined set of skins. A skin is essentially a folder located in ~/RadControls/ComboBox/Skins/{SkinName}. A skin consists of several images (dropdown arrow image, more results images (disabled / enabled)) and a Styles.css file containing various Css styles that format different combobox html elements. Here's a list of the default styles:

.ComboBoxItem
.ComboBoxItemHover
.ComboBoxItemDisabled
.ComboBoxDropDown
.ComboBoxImage
.ComboBoxInput
.ComboBoxImageHover
.ComboBoxInputHover
.ComboBoxLoadingMessage

You can change all default style names using the attributes in the "Appearance" category of RadComboBox.