I have created a 5 minutes short for you showing how to customize the validation visual element and eventually the validation visual tooltip. I'm attaching a zip file containing the movie 'EditValidation.swf' - drag and drop it in a browser with flash installed. It's a pity that the screen capturing program has so user friendly interface but does not support Silverlight yet.
The Movie will show you how to generate the templates for RadDatePicker, RadTimePicker and NonEditable RadComboBox, how to make their ValidationToolTip visible while you edit them and how you can apply the visual to all of them so you can edit it in one place affecting all of them.
The new approach may be somehow difficult to use at first but if you are about to style several controls it's a lot easier to do the changes in the chromes and then just apply the proper style in all controls.
The project I used is also attached.
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