you want to use non-m$ themes on your box without third-party apps, eh?
not too difficult to do. google "uxtheme patch"
this patch'll allow you to use different themes and styles without stylexp. windowblinds skins won't work with this method.
I've used this method back before sp1, but had to stop because they didn't have an updated patch for sp1. however, I'm looking at the search results and it looks like they updated the patch finally.
alternatively, you could look into a shell replacement. I prefer this method, as I hate the way xp's shell is layed out.
Blackbox is a pretty good one. I'm using it now. takes a little getting used to, but I like it much more than the xp shell
$.02
