how do you assign a class?

I changed my monthly archives into a drop-down list, as found in this post here:
http://ww.wp.xz.cn/support/topic.php?id=17207

But I want to change how it looks and was told to assign it a class. Sadly, I’ve no idea how to do that. But I am a fast learner. Could somebody just point me in the right direction? Thanks.