Hey. Well you can use Windowblinds/Object Desktop (
www.stardock.com). That's what I use. You can pretty much do anything with Object Desktop Studio. People have made Iron Man themes, Transformer themes, you name it. But you wouldn't have too much of a problem skinning your XP like that. There are also free themes that you can download, but I haven't tried them and couldn't tell you how easy they are to customize.
Here's a picture of my desktop since we're on the topic of skinning:
It's pretty neat. Basically just another Vista clone, but somethings I like even better.