Here is a tip that shows how to change a balloon style on a single balloon, which gives you the ability to have several types of balloons in a drawing.
Right-click the balloon and select Edit Balloon.

From the Edit Balloon dialog box, make sure Override Shape (by Style) is selected. Then click on the desired new balloon type and select OK. Notice that there is also a place where you can override the balloon value, which is very handy.

Note: This tip has not been reviewed by a Cadalyst tip reviewer.