Here's a tip:
1) Download FireFox if you don't already have it. Get it at http://www.getfirefox.com
2) Search for the Web Developer extension at the FireFox site, and install this extension.
3) View you site in FireFox with the Web Developer extension installed. Use CSS -> Edit CSS to make changes that you can see on screen. The JEvents css classes are well named, and will be in the tab style.css.
4) Once you have your css how you like, copy and paste the code to the matching file (style.css). This files is in the /components/eventcal/ directory (may exist twice from my memory; you will need to replace the right one for changes to take effect.)
Hope this helps.