Most easiest and free way to customize Windows XP’s outfit is use modified uxtheme.dll. Modified uxtheme.dll allows you to use themes which aren’t singed.
1. Download UXTheme Patcher for Windows XP SP2
2. Install UXTheme Patcher and follow the instructions.
3. Download some nice themes from deviantART.
4. Extract theme(s) under the %SYSTEMROOT%\Resources\Themes\
5. Right-click desktop and select Properties.
6. From the Theme-list select Browse… and locate your theme (%SYSTEMROOT%\Resources\Themes\your_new_theme).
7. See preview and click OK.