Hi Leadro,
It is possible to create a custom site theme (http://sharepoint.microsoft.com/blogs/GetThePoint/Lists/Posts/Post.aspx?ID=122)
which can be changed by going to Site Actions - Site Settings - under Look and Feel select Site Themes.
If however you are looking at customising PWA further you will need to look into Master Pages and editing the master page for Project Web Access. There is a great posting about this on Brian Smith's Blog which I think will be able to provide you
with further information that you need around master pages.......
http://blogs.msdn.com/b/brismith/archive/2008/05/01/which-master-pages-can-you-edit-in-project-server-2007.aspx
Hope that helps to begin with.
Regards,
Dharmesh
PS - if this has answered your question, please make this as answered. If this was a helpful post please make this post as helpful.