Well I have found this site, it contains instructions how to create a number picker which looks like the one I had in the graphical layout and wanted to have on my emulator.
Here is the link:
http://www.quietlycoding.com/?p=5
Cheers
But still I do not really know why the build-in number picker looks different on emulator and graphical layout.
You could also see this: http://stackoverflow.com