This extension has several stylesheet options. It starts by checking to see if you are using any of the main plugin (WP-Members) included stylesheets. If any of those are used, the extension will change its stylesheet to a default that is designed to match the parent plugin’s stylesheet.
Alternatively, you can load a stylesheet by either deregistering the default stylesheet and loading one with wp_enqueue_style, or you can use the extension’s wpmem_ul_style_path filter hook to pass a url location for your custom stylesheet.