Well (assuming you're running XP SP2) you first need to download this and follow the instructions in the readme.txt file.
Then you can go to www.studiotwentyeight.com for some really great visual styles including mac and vista ones.
Once you've found the style you like, download it, extract the zip file to c:\windows\resources\themes then go to the display properties window, click on 'Appearence', and in the 'windows and buttons' dropdown menu, select the style you chose. or, if it doesn't show up in there, find the .msstyles file and double-click on that.