Go to 'Design | Text', click 'Go to' and go to prompt ID 2178 (Phase -1). It will highlight the following code:
<TABLE CELLPADDING="10" WIDTH="550" BORDER="1" BGCOLOR="%s"><tr><td>%s
This is the main table tag that goes around the error message. You can customise this as required.
The font is formatted by the the font tag in prompt ID 1971 (Phase: -1)