is there a way that i can change the arrow image of a dropdown box and put a defined one in css/html?
There aren't any html/css ways of getting round this - as Fatih stated in his comment, it's dependent on the operating system/browser combo. There are various JavaScript ways though.
This one looks great to me, if you can pick the code out if it: http://jquery-ui.googlecode.com/svn/branches/labs/selectmenu/index.html (link dead)
This is quite nice too: http://uniformjs.com/
Of course, you'll be able to change the graphics behind these so you can make them look how you wish.
EDIT
Although that link's dead, there is information on what could be found here and source files are still available on GitHub here.