Edit: I will post links to the following program
UXTheme Patcher Use this to apply non-official theme files (you must click the download link in that link.)
Styler The program to apply toolbars, or to apply non-official visual styles. You can use this instead of the patcher, but I like the patcher because then you can view the styles preview when you right click on your desktop and go to Appearence
Alternate link to download Styler:
To install the visual styles, you follow the links in which i gave you below, download the zip/rar/exe file (exe's usually install themselves,) if it's a zip, you open styler, and you drag the folder into styler's "Style" portion. If you have UXTheme installed, you can simply put the exe files contained in the compressed file into a folder of your choice (I usually use C:\Windows\Resources\Themes, as there's already themes there,) and double click the style you just downloaded.
YzDock YzDock is a Mac style dock (you know the little thing on the bottom of most mac screens where the icons are and you can click them to open applications.)
Yahoo Widget You can make this do anything you want, really, but it takes time. Don't let the name fuck with you because it's not actually made by Yahoo, they just endorse it and sport their gay ass name.
Links to get styles, wallpapers and tweaks:
Neowin's Forum for Visual Styles
Customize (.org) a good site for not just Visual Styles!
Deviant Art... most of you know what this site is.
http://interfacelift.com/ - Has some sick ass wallpapers, some styles.
http://aoq.blog30.fc2.com/ - One of my favorite sites for styles, the dude updates it everyday.
For Mac's, use this link for all the questions/answers.