Customizing a "lead" web form

I've figured out how to seamlessly integrate the web form into my site and it works great. I would like to know if there is a way to customize the look and feel of the page behind the form though. Currently it goes from my site that has a very constant look to an all white page with form boxes. I'd like to be able to code in some html and add colors and so forth. Is this possible? If so can you direct me to where? Thanks!