which version of Django and Grappelli are you using? Have you followed in the readme file ? Grappelli uses native CSS on top of the css admin by default, so it doesn't seem to load grappelli css.
If you are using Django 1.3, you need to run:
./manage collectstatic
to import all the necessary CSS for grappelli into a static folder. Also make sure grappelli is at the top of your urls.py (to admin):
urlpatterns = patterns('', url(r'^grappelli/', include('grappelli.urls')), ...
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