deviantart.com is a good place.
Normally, you can't install unofficial .msstyle themes in Windows XP. However, you can install unsigned visual styles by applying the uxtheme.dll patch to your system. Visual styles can be downloaded from deviantart if you navigate to: Customization
> Skins & Themes
> Windows Utilities
> Visual Styles
The advantage of changing visual styles this way is that you don't need to install a third party program or have a third party run in the background on the system, consuming resources.