I’m afraid there’s no setting anywhere you can change this, that I know of, anyway. When linking to your video in prettyPhoto, I do believe they allow you to change the width/height, but that’s all.
<a href="http://vimeo.com/12345?width=720&height=480" rel="themeblvd_lightbox">
All of the information about using prettyPhoto is here: http://www.no-margin-for-errors.com/projects/prettyphoto-jquery-lightbox-clone/
Note: I’m not totally sure if the width/height works for Vimeo, but I know it does for YouTube.