Customizing the appearance of a select control isn't the hard part. Doing it in a way that works across browsers is where it gets tricky. Like I said above, select isn't directly style-able. The way it's normally done is to hide the original control and re-add elements that look how you want. The reason is that it's not possible to style the control directly in a way that is completely consistent across browsers.

In most applications, I use client libraries that look and behave like a customizable select control, but use a hidden select in the background so that they continue to function as a form element.

That being said, take a look at this fiddle. It's set up to work standalone, so you'll have to modify it to work in Forms. I can't guarantee that it will work across the range of browsers you are required to support, or the existing styles that you've written.