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You should be able to change the form warning color and design by using the Form Designer Tool.
In the screenshot below, open the "Color Scheme", select "Simulate State error" and open the settings. You can change the color there and the style of the form warning box.
You can also make advance styling on the form warning message by using custom CSS code. Here are some list of custom CSS code that you can use as a reference: http://www.jotform.com/help/75-Customize-your-Form-using-Custom-CSS-Codes
I hope that helps.