Beth
You would need to assign the "CssClass=" selector to that object, assuming you're skinning using the .ascx method.
For example: <dnn:PRIVACY runat="server" id="dnnPRIVACY" cssclass="mycssclass" text="Privacy Statement" />
The CSS .mycssclass will need to reside in your skin.css file. Easy peasy.
Generally, if you want to find out what you can do to skinobjects, the XML files for the objects will give you a good hint. In your DNN root directory, browse to admin, skins, then check out Currentdate.xml. The file shows us the following:
<Settings>
<Setting>
<Name>CssClass</Name>
<Type>String</Type>
<Help>Sets the CSS class used to render this skin object</Help>
<Value></Value>
</Setting>
<Setting>
<Name>Dateformat</Name>
<Type>String</Type>
<Help>Sets the date format used to render the date</Help>
<Value></Value>
</Setting>
</Settings>
CSSClass would indicate that this element can be styled using CSS, and Dateformat is a setting for the object, defined as YY/MM/DD or something like that I'd imagine. The skinning guide will give you more details, I'm sure. Others out there, please correct me if I'm wrong...
Jon