Thank you for your answer. I took a look at the Gallery in Pega 8.1 and could not find anything useful. There are only three basic examples and nothing related to my question. Maybe I missed something?
I solved my issue by adding the necessary CSS style to a text file included into the "Additional style sheets" section in the "Included styles" tab on the skin rule. In order to apply the style only to specific Radio button controls rather than all Radio button controls in the application, I used an identifier in the CSS text file (e.g. ".RadioButtonSelected") which I would include into the Cell properties of the specific Radio button controls ("Presentation" tab, "Advanced Presentation Options" section, "Cell read-write classes" and "Cell read-only classes" fields) which I want to behave accordingly.