Complete Style

How much work this will be depends on the theme. With some themes, it will be enough to add the following to your custom css:

a { color: #000099; }
a:visited { color: #009900; }

inserting the color code for whatever color you want your links to be. If you are unfamiliar with hexidecimal color codes, try using a colorpicker to choose them.

Some themes will have different link colors specific to the header or sidebar or main column, however, and those will have to be included separately. If the above code does not do what you want it, the next step is to try:

#beta a,
#gamma a { color: #000099; }
#beta a:visited,
#gamma a:visited { color: #009900; }

for the sidebar, or

#alpha a { color: #000099; }
#alpha a:visited { color: #009900; }

for the main column, or

.entry a { color: #000099; }
.entry a:visited { color: #009900; }

for entries specifically. In fact, if you want to change the link colors only on your entries, and don't mind the sidebar or header colors, your best option is to use the .entry version first thing.

If that still doesn't make your link colors change, you will need to take a look at the style sheet for that theme and track down the places where #anything a { color: #whatever; } is defined. The #anything string will need to be copied exactly into your custom css, with the color changed to the one you want.