To preview your container skins, select "Settings" in your pull down menu of your module.

Scroll down to "Page Settings" and maximize it.  Towards the end you will see a section labeled "Module Container".

Use the pull down menu to select a container skin.

Once you have selected a skin, click the magnify glass or the "Preview" button.

You will be taken to your module with the skin container you chose applied but not permanent.

You can continue preview the skins until you find the one you prefer.  Once you have the one you want to apply, make sure to click "Update" at the bottom of the "Settings" screen to save your choice.