A Visual Style sets the colors and the style of the Windows XP graphic interface. A Theme is a pack that includes a visual style, some icons and a desktop wallpaper. Usually in Windows XP there are only two visual styles: Classic and Luna. The installation of other themes or visual styles is not allowed by default.
To use visual styles we must modify the file Uxtheme.dll with a specific utility called Uxtheme patcher.
After this operation we can freely use both *.msstyle and *.theme files.
*.theme files must be copied manually in the windows/resources/themes folder, while *.msstyle files must be copied in a sub-folder named as the style and placed in the folder windows/resources/themes.
To use a WindowsXP theme navigate to display/proprieties->themes. To select just the visual styles just enter in the appearance sub-menu.