the background image is set in the grid_lightbox/css/common.css file:
.pg-gl .thumbs a {
float: left;
background-color: #373737;
margin: 3px 3px 0 0;
background-image: url(../images/thumb_arrow.png);
background-repeat: no-repeat;
background-position: 50% 95%;
}
the thick bottom border is set by this code:
.pg-gl .thumbs img {
border: none;
border: solid 4px #2a2a2a;
margin-bottom: 17px;
}
comment the margin-bottom setting.