Because this module adss styling via javascript, it's harder to theme.
jQuery styles the lightbox by applying inline styles, and the only way a theme can override this is by using the !important after every css property. This is tedious and makes stylesheets very ugly.

There are 2 ways I can think of to theme the lightbox in a themer-friendly way:

1. Add the styles dynamically to the document by adding a

tag in the head. 2. Dynamically generate a stylesheet with the styles and regenerate it when the module's settings are saved. The latter option is more difficult but you can look at the function in the arctica base theme and see if that's a good start. Color module also adds css with a dynamically generated css file. 
/**
 * Custom theme settings might need a lot of CSS
 * So we put it in a file for optimzal performance
 */
function arctica_css_cache_build($theme) {
  global $files_path, $base_path;

  // We're being called as form submit callback:
  if (is_array($theme['theme_settings'])) {
    $theme = arg(count(arg()) - 1);
  }

  $arctica_css_file = $files_path . '/arctica-cache-' . $theme . '.css';
  //Construct CSS file:
  $CSS = '';
  // Load Sooper Features CSS
  foreach (file_scan_directory(drupal_get_path('theme', 'arctica') . '/features', '/css.inc/i') as $file) {
    include($file->uri);
  }
  if (drupal_get_path('theme', 'tundra')) {
    foreach (file_scan_directory(drupal_get_path('theme', 'tundra') . '/features', '/css.inc/i') as $file) {
      require_once($file->uri);
    }
  }

  $fh = fopen($arctica_css_file, 'w');
  if ($fh) {
    fwrite($fh, $CSS); // write css to file
    watchdog('Arctica', 'Arctica CSS file cache built for %theme', array('%theme' => $theme));
  }
  else {
    drupal_set_message(t('Cannot write theme-settings file, please check your file system. (See status report page)'), 'error');
  }

  fclose($fh);
  // If the CSS & JS aggregation are enabled we need to clear the caches
  drupal_clear_css_cache();
  drupal_clear_js_cache();
}