The audio player that is used by Seriously Simple Podcasting is the one that is built right into WordPress itself. The default colours are OK, and it is generally up to your theme developer to style the audio player for you. In many cases, however, the theme does not provide any styling for the audio player and the result is that it generally does not fit into the design of your site all that well.
If you would like to change the colours of your audio player to suit your theme, then you can use the Media Player Style Kit plugin to customise the colours to your needs. This plugin is also built by Hugh Lashbrooke, so it works seamlessly with Seriously Simple Podcasting.