Great, but still have the old ones. Am I missing something. Did this:

.nivo-directionNav a:hover {text-decoration: none; border: 1px solid #fff;}
.nivo-prevNav { background: url(images/prevbutton.png) no-repeat;
height: 174px;
width: 282px;
overflow:hidden;
text-indent:-999px;
}
.nivo-nextNav { background: url(images/nextbutton.png) no-repeat;
height: 174px;
width: 282px;
overflow:hidden;
text-indent:-999px;
}

JPEG, PNG or GIF will work fine.

Must it be jpegs or it works with png:s as well? Because I cant make it work, still have the old ones. Changed the style.css as described.

You'll want to somthing like this...

.nivo-nextNav {
background: url(images/YOUR_IMAGE.jpg) no-repeat; /*put image in the theme images folder*/
height:HEIGHT OF IMAGE;
width:WIDTH OF IMAGE;
overflow:hidden;
text-indent:-999px; /*this get's rid of text*/
}

Thank you for the answer, but I need to kill the phrases "prev" and "next" - of course I can place a IMG SRC for navigation into the css but there is still "prev" and "next" - Thanks in advance.

To customize "Next" and "Previous" buttons, do the following...

1. Open "style.css"
2. Locate the following:
   

   .nivo-directionNav a:hover {text-decoration: none; border: 1px solid #fff;}
   .nivo-prevNav { left:257px; }
   .nivo-nextNav { left:315px; }

3. Make necessary changes and save