I couldn't figure out how to do this strictly through the panelTabbedPane tag, so I found this workaround. Include this in your <head> tag:
Note that you must include the keyword "important". This will override the style that MyFaces generates for you. I think this must be a bug in the panelTabbedPane component, since I would think that this style would (should) be set through the attribute "activeTabStyleClass".
JSF growing pains I suppose...