This tutorial will teach you how to use custom-made themes/msstyles in Windows XP Home and Professional.
Normally when you download a custom theme, it will either be in a folder which contains multiple files or it will just be a single .theme file. What we must do first, is install the custom theme. Navigate to C:\WINDOWS\Resources\Themes and paste the theme into that directory. You can paste the whole folder, as I did with a theme called "raven" in this screenshot:

Within this raven folder, the custom .theme file and the theme's fonts are stored.
Now that you've installed your custom theme, you need to patch a Windows file so that the operating system will allow you to use custom themes. To do this, simply download and run this program: UX Theme Patcher.
Simply open the file you just downloaded and click "Patch." Now it will ask you to restart your computer so the change can take effect. Click yes so the computer restarts.
When your computer restarts, you are ready to use your new theme(s). Right click on the desktop, click Properties, click the Appearance tab, and click the drop arrow for "Windows and buttons." You should see your new custom theme listed there, like this:

Now select your custom theme, and click OK. Look how much better this is than the default themes in XP!

All done.
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