Please note this site is primarily for support of Dew-NewPHPLInks, which is based on New-PHPLinks, which in turn is based on PHPLinks, which is what the site you mention runs, although apparently a heavily modified version.

All of these use files in the /themes directory to change the look. Recent version of Dew-NewPHPLinks has a theme named Raw that is especially suited to being embedded into popular CMS programs like Joomla, but I can't really give a step by step direction doing so, since I've never actually done it, but I know some users of the script have. probably with Joomla's wrapper function.