Update: Since the link is unavaiable anymore (linked a webarchive in comments but it’s still pretty old and buggy) I suggest to use this.
It’s more efficient and reliable and does not require any file add-in or advanced knowledge being more detailed than the old one.
Original
I’ve bumped into this one before.
Here, follow this tutorial:
http://ryanfait.com/resources/custom-checkboxes-and-radio-buttons/
But be carefull, if you want to use it on Woocommerce checkout/cart pages, it will bug the hole page (haven’t managed to solve that one), but besides that works like a charm, have fun!