OK, let's clear up some confusion...
Windows XP is the only one that natively supports "visual styles", older Windows versions don't, they just support "basic themes" which only change colors and fonts.
In order to use non-Microsoft visual styles (unsigned) in Windows XP you have to either patch a .dll file (uxtheme.dll) or use
StyleXP.
However, you can use
WindowBlinds in any Windows version to achieve similar effects, but this uses more system resources and its own format of themes.