How do I change the board and/or pieces? (Dasher)

Press the Settings Icon from the toolbar.  and click on the Board Layout tab. (Or menu above: Edit > Settings > Board Layout)

Under 'Schemes' you can find different ready-made schemes. You can add your own to this list. 
To create your own scheme you can choose on this tab from different pieces, boards and colors, You can also edit your border., font and high light last move.
When you are pleased with the new layout, press OK.  You will then be asked if you want to save the new scheme.
 

For the Dasher helpfile on Board Layout CLICK HERE.