The Reviews add-on uses some concrete5 core files to generate the stars. I would start by looking at this CSS file, which sets the background image:

concrete/css/jquery.rating.css



You should copy this file up to (your site root)/css/ rather than making changes in the core directory, by the way.


The star images are located in the core image directory:
concrete/images/rating_star.png
concrete/images/delete_rating.gif

Since the css file mentioned above has relative paths to these, you'll need to change this to match wherever you're storing your new images.