what skinning sites don't want you to know is that window XP already uses themes. They only allow windows certified themes, which is why you must run a patch on it.
provided you use windows XP, following the instructions on this page:
http://www.spuler.us/msstyle/clouds/index.html will allow you to use third party visual styles.
then, googling for visual styles will pull up a lot of sites that have these visual styles. Follow the instructions on the previous page to "install" them, and you can simply select them from the theme dropdown menu on your display settings, and this will be your visual style. No cost, no ads, no programs. It's very simple.