I believe you're referring to the visual styles, not the startup screen like MicroBell thought. The easiest way is definately StyleXP, especially for the inexperienced user. If you're feeling brave, though, you can download the attached file and do the following:
1. make sure you've got service pack 1 (www.windowsupdate.com
2. go to <windows directory>/ServicePackFiles/I386 and remove uxtheme.dll
3. go to <windows directory>/system32/dllcache and remove uxtheme.dll
4. go to <windows directory>/system32 and rename the uxtheme.dll, uxtheme.bak...
5. copy in the new uxtheme.dll and tell it you want to keep the unrecognized version.