Just using your desktops 'properties' there's some colors you can't define. Windows doesn't allow you to change the colors for 3d-effects manually, and you can't change the 'mouse-highlight' (though these are registry entries). Exchange of color schemes was being done with .reg files. But here's some tools to ease the process and make exchange more safe.

3DCC (all versions, free) is the most known app that does this stuff, so you might say the .3dc file is the standard. Jotenet is back (redesign and new version in progress!). There's another utility that has the same features, and actually the first with a functional preview like at display properties, though they both have that now. It's called Color Control (all versions, free). Note: more 404. The page wass on Nbci, which stopped hosting; the file is here. Running Windows 95 without the plus-package ? Then you ain't got the gradient on the titlebar (and some animation and highlighting effects). Windows Administrator can create these so-called "Memphis" effects for you, and more.

There's some little items in all windows, dialogs etc, which have their source in a .ttf file, "Marlett.ttf". Besides the min/max/close, help etc buttons, scrollbar arrows there's also the resize "stripes" in the lowerright corner of a dialog/window and the components checkboxes and radio boxes are build off. It's in your %windir%\fonts folder and problably hidden.

Here's the complete "window changers". Skins for most of these can be found at the skinsites.

• eFX
  eFX (free, Win 9x/NT) gained a high level of stability and there's a variety of skins available. It's not under active development anymore, though. They've got kind of a tutorial included and after studying other people's skins it's easy to create your own.
  
  
• WindowBlinds
  Most popular and stable alternative is WindowBlinds. Though not free, this app can do a lot more, like skinning the taskbar, startbutton, dialogs and more. And much more.. it has this transparancy option for folder backgrounds too. The trial/unenhanced version you may run for an unlimited time. Part of "Object Desktop", a set of applications to change about anything in your Windows environment, really.
  
  
• Illumination
  Illumination works like eFX, is said to be less stable (it is on our machine, but not on others), but also free (Win 9x/2k). It may work for you!
  
  
• Chroma
  Latest release, though online for a while is Chroma. This one makes a more radical approach, it skins every toolbar, scrollbar and the buttons, in a smooth way too. But never got very popular, so there's just a few skins available. They are nifty, but you're lucky if it fits your total design. Though they've made some info and tools available now for making a skin, this seems not to be an easy job... and, shareware (Win 9x/2k).
  
  
• CustomEyes
  CustomEyes is said to be unstable yet, by it's creator. Still, it makes a fine impression (though stability is an issue...). Besides windows it skins dialogs and buttons, there's different versions for bars (selected or not) and buttons (pushed or not), selecting a skin is easy and there's a skin editor (though it doesn't look too difficult in itself). Development is halted, though (free, Win 9x/2k)!
  
  
• WindowPictures
  Not really a skinning application, WindowPictures. Like the name reflects, it puts pictures on a lot of objects within Windows, like the windows - including different versions for titlebar, and the scrollbar - taskbar, context menu's etc. Makes a real difference, but is shareware (Win 9x only).
  
  
• ShellWM
  Yay! With only Wb in active development last years, here's a new attempt at a basic, free window skinner. ShellWM is based upon CustomEyes source code. Lots got stripped from it to gain a stable, swift experience. Early beta's, still, give it a spin!