The two default skins DNN-Blue /Grey tend to be pretty poorly designed. They could have used a bit better link styles for sure. You can go into the CSS file for each and make a few changes and have the links use different styling. The FCKEditor has it's own styling it uses during editing, but there is an option in the Editor options to have the FCKEditor reference the styling from the skin.css. The editor still does a few things a bit differently even with this option on, but if your using styles in the Editor you need to turn it on to see them. Hopefully the new default skins with DNN 5.0 will be a bit better designed and I hear they are going to start a skinning team so who knows what they will be responsible for. Might see a bunch of new default skins by end of this year.