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search for uxtheme multi patcher on google or something (there is one called neowin edition, which will do fine).

No need for garbage like windowbinds or stylexp. That patcher allows you to use unsigned themes with windows standard themes engine.. though I must warn beforehand that most of the custom themes for winXP look like crap. Except save a few ones.

Edit.
Here is a link to some okay themes you can use with uxtheme : http://www.4impressions.net/v2/html/ex_suites.html
To get you started..

Otherwise you just have to search google for the msstyles. Think both stylexp and windowbinds themes are msstyles too, but I'm not sure.