Changing the default style or template of a control from the standard library is the same as with any other control. Except to create your own style it is good to know the parts and the states that compose the standard style. Microsoft has released the full XAML of a number of controls along with description of their visual states and state groups - Control Styles and Templates. Additionally using the reflector you can extract the styles of some slightly different controls, we did that and uploaded the generic.xaml file for you. Lastly, in the Reflector you can see the states and parts of every control listed on the first line of the page. See how to disassemble Silverlight assemblies here.
ListBox has only one visual part - ScrollViewer.
Here you see two of the six Button visual states.
That's it!