You know, like any decent OS would let you do. (I’m looking at you, too, Apple.)
First, install this (This is the link I used a no nasties for over a month). XP SP2 only. This replaces a DLL that essentially locks you out from changing the Windows UI. Yeah, it’s stupid, but at least there’s a hack.
Then, head over to deviantART and grab a bunch of styles.
Unzip to \Windows\resources.
Open Desktop Properties, click the Appearence tab, and choose your new style from the Windows and buttons drop-down.
Enjoy the look of Windows for a few more months, at least until Vista screws this up yet again.
Inspired by this LifeHacker post.