Open the editor.
In the list of template files on the right choose Theme Functions (functions.php).
Inside the code, do a search for register_sidebar, and change the code in the lines
'before_title' => '<h4 class="widget-title">',
'after_title' => '</h4>',
Then update the file.
I had h3 there, and changed it to h4. It works perfectly fine.
Edit: you will loose the change if you ever update the theme you're using, unless you created a child theme and made the change there.
Start here if you want to know more about child themes: http://codex.wordpress.org/Child_Themes