I think you must have found out how to do this already but you can customise the links at the twitter site.
The link colours are then saved in a js file which is then inserted into the css at some point.
As Ryan said you could just over-ride them localy anyway.
e.g.
Code:
#header #twtr-widget-1 .twtr-tweet a {
color:red !important;
}
If you use firebug in Firefox you can see where styles are coming from and you will know straight away that extra stylesheets are being imported via certain applications using js.
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