Windows XP allows you to choose between the new "Windows XP style" (also known as "Luna"), and the Windows Classic style, but it doesn't allow you to configure your own styles easily. To choose a style, open Display Propertes in Control Panel, and choose the Appearance tab.
You can get themes for windows xp from:
www.themexp.org
they charge $10 USD a year
This site has free Windows xp themes
www.appleblossomart.com
Style XP allow's for Full Customization but it can be buggy sometimes and it is shareware.
http://www.tgtsoft.com/
You can also download Windowblinds From
www.stardock.com
It can be downloaded and used. However unless you purchase it there will be an annoynce screen on startup.