Just to quickly add to this is that WindowBlinds offers features you will not find in "patching" your system files. Some of those would include per-pixel skins, the ability to change colors of skin on the fly, and many others. WindowBlinds 5.5 was just released a week or so ago and it now supports Windows Vista as well.
Also keep in mind that you can use XP .msstyles with WindowBlinds on XP and Vista. You can import them using SkinStudio (which is free) and they will convert for use with WB.
If you have any other questions please feel free to ask.