So here's a question - did only try the default stylesheet with whatever theme you are currently using?
The plugin (and form styling) works out of the box - but there are going to be limitations to that depending on the theme you are using. In order to make the plugin as customizable as possible, the forms are completely CSS driven. The default stylesheet for the plugin is based on the WP Twenty Twelve theme.
There are a total of five stylesheets packaged with the plugin. Try another stylesheet and see if one of thse stylesheets fits better.
The plugin allows you to load a custom stylesheet for the plugin. Honestly, this is the preferred option as it allows you to completely integrate the plugin with your theme.
If you need to bend it further than that, there are filters for the form. That allows you to things beyond just styling.
See this section of the User Guide for info on customizing the forms:
(Incidentally, take a look at the forms on that site while you're there - it is running WP-Members.)