#admin/templates/admin/change_list.html
...

{% block extrahead %}
  {{ block.super }}
<script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.3.2/jquery.min.js"></script>
<style type="text/css">
#changelist-filter h2 span{
        padding-right:15px;
}
#changelist-filter h2 span.slidedown{
        background: transparent url({% load adminmedia %}{% admin_media_prefix %}img/admin/arrow-up.gif) no-repeat scroll right 0.4em
}     

#changelist-filter h2 span.slideup {
        background: transparent url({% admin_media_prefix %}img/admin/arrow-down.gif) no-repeat scroll right 0.4em
        
}

#changelist-filter h2 {
        cursor:pointer;
}

</style>
<script type="text/javascript" charset="utf-8">
$(document).ready(function(){
                $("#changelist-filter h2").append('<span class="slidedown">&nbsp;</span>');
                $("#changelist-filter h2").bind("click",function(){
                if ($("#changelist-filter ul, #changelist-filter h3").is(":hidden")) {
                        $("#changelist-filter h2 span").removeClass("slideup");
                        $("#changelist-filter h2 span").addClass("slidedown");
                        $("#changelist-filter ul, #changelist-filter h3").show("slow");
                
              } else {
                        $("#changelist-filter h2 span").removeClass("slidedown");
                        $("#changelist-filter h2 span").addClass("slideup");
                        $("#changelist-filter ul, #changelist-filter h3").slideUp();
              }
            });
});
</script>
{% endblock %}

...