SlideShowPro Director Connector integrates images and videos from Slideshow Pro Director into your WordPress blog.
Yes, you can. Take a look at the 'sspdc.css' file. You can override the classes in you themes' CSS file.
The DirectorPHP API relies on php_curl for communicating with Director. Connector won't work without it and checks if php_curl is available and gives instructions. Have a look at your plugin configuration page.