Tony's right that you can't control these things with CSS, because the browser is not really providing them, the operating system is providing them. And that's a good thing, because Mac users want drop-downs that look like drop-downs always look in the Mac OS, and so do Windows users and Linux users, where the drop-downs are different looking from other systems.
So you might not want to do anything to change them. Familiarity is a good thing in a user interface. If I see a drop-down that looks like a drop-down I don't have to think about it. I just click and select. But if I see one that looks odd I have to stop and wonder if it will do what I want. It's never a good thing to stop your customers and make them think.
Rob
Breakfast: the most important donut of the day.