The plugin come with a theme dark; into the prettyPhoto_3.1.4/js folder the launch.js file set the theme as
[…] animation_speed: 'normal', /* fast/slow/normal */ social_tools: false, theme: 'dark_square', [...]
if you want to change a line of the setup change directly; for example, if you want a Facebook theme write this line
The themes are in prettyPhoto_3.1.4/images/prettyPhoto: you can use a theme you want.
= More info See the screenshot