Check out http://legacy.datatables.net/styling/custom_classes. DataTables has a slightly complicated way to override the CSS classes for some of the core elements. Here's one way
$(document).ready(function() {
var extensions = {
"sFilter": "dataTables_filter custom_filter_class",
"sLength": "dataTables_length custom_length_class"
}
// Used when bJQueryUI is false
$.extend($.fn.dataTableExt.oStdClasses, extensions);
// Used when bJQueryUI is true
$.extend($.fn.dataTableExt.oJUIClasses, extensions);
$('#example').dataTable();
});
Check out a working example here: http://jsfiddle.net/k2ava/3/.