You might have download beautiful third party custom styles themes for windows 7 and vista from third party websites like Deviant Art, normally these custom themes which you download contains many files which needs to be replaced with system files in windows. Not only this, some system files needs to be patched before you can install any third party custom themes in windows.
In order to patch system files to install custom theme you can use free programs like UxTheme or Universal Theme Patcher. We are going to use the second tool called Universal Theme Patcher which allows you to patch files easily.