In the latest release, 4.0.8, the CSS was reorganised into one singe highslide.css file. This makes it easier for all implementing Highslide, as the relative graphic paths don't have to be updated. The downside is the increased weight, but the file is well commented so removing parts of it should be relatively easy.
The latest release also includes a very clean looking new example with the caption text overlaid on the dark page background.