There are two roads you can take for this.
The first is to install a program that skins your windows, like Stardock's Window Blinds. This is a premium software and is obviously not free. It also runs several programs in order to alter the appearance so it uses a considerable amount of RAM and system Resources. You can close these programs but then your theme defaults to the original XP theme.
http://www.stardock.com/products/windowblinds/The second approach is the one I use. It requires downloading a program to patch a core Windows file called uxtheme.dll which is in charge of the themes on Windows XP. The patcher lets you use THOUSANDS of themes made for free by people like you and me. The HUGE advantage with this approach is that no extra programs are running - only Windows Explorer. So as far as performance in gaming or whatever there won't be any difference.
For the second approach you can search for "uxtheme patch" or "uxtheme.dll patch" to find a free patch that'll let you download themes. There are a bunch of versions released in response to Service Pack 2, so it'll depend on your computer for which version to download. That's for you to research. There's also a commercial program that can patch the file called StyleXp. Either way you'll be able to download themes and use them.
http://en.wikipedia.org/wiki/StyleXPhttp://www.tgtsoft.com/prod_sxp.phpYou can 'Google' "Windows Themes", "Windows Visual Styles" or other such queries to find sites that catalog free themes. My personal fav is Deviantart's Visual Styles Section. Can't go wrong getting themes from a place like Deviantart where artistic talent is everywhere:
http://browse.deviantart.com/?catpath=cust...amp;alltime=yesIf you need some linkage to pir@ted versions of the premium software let me know and I'll dig some up.