have a look in functions.php of your theme and see if you can find something like this (from the default theme):
if ( function_exists('register_sidebar') ) {
register_sidebar(array(
'before_widget' => '<li id="%1$s" class="widget %2$s">',
'after_widget' => '</li>',
'before_title' => '<h2 class="widgettitle">',
'after_title' => '</h2>',
));
}
you should be able to change the h2 there into something else.