If you can find it, do let me know. I was just working on this a couple days ago and looked into it extensively.
The only option they offer which doesn't involve an iframe comes with a warning, "It will NOT submit to our servers. Because of limited resources, we cannot provide any support for helping you connect these files to your backend." (I'd post the URL but it's in a logged-in area of the site).
If you actually need to change the markup on the form, then your only option would be to use our API to submit the data to our servers. Joe is correct in that we do have embedded methods that reduce the load on our server and allow you to handle the initial page load, but we do not have a method that allows you to use your own HTML (but you can use your own CSS). Posting to our servers DOES work, but if there are errors on submission they would be shown to the user on the hosted version of your form.
OK. I didn't see any mention of the API in the 'Code Manager' section and didn't think to search specifically for it.
In any case, it looks like it's best if I stick with what I've got if I want to maintain error display... I have functionality in the form that's not possible to add with CSS, I'm using jQuery to set up ajax form submission / error display, and XPertMailer sends my messages through a gmail account on the back end.