The reason it looks good on the jQuery user interface site is because they use CSS styles to style the header. If you look at their source, you will see ...
<link href="http://ajax.googleapis.com/ajax/libs/jqueryui/1.8/themes/base/jquery-ui.css" rel="stylesheet" type="text/css"/>
I updated your JSFiddle with an example using this stylesheet: http://jsfiddle.net/WwVgn/5/
In any case, if you want to create your own style, go to the jQuery UI themeroller website and you can easily customize and then export the stylesheets you need to use for yourself.
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