Well, you have two options:

► Either change the arrows for all the galleries, by changing those selectors background values in jd.gallery.css:

.jdGallery a.left and .jdGallery a.right for all the browsers

and * html .jdGallery a.left and * html .jdGallery a.right for IE6.

► Or, you could change the arrows and position for a specific instance of the galleries in your own css file (called after the smoothgallery one), with the selectors:

#myGalleryId a.left and #myGalleryId a.right

(see how it's done in jd.gallery.css for more info on the css settings).