Visual styles are specifications for the appearance of controls. For example, visual styles can define the color, size, and font of controls, and they enable you to configure the visual interface to coordinate with your application interface. Additionally, they provide a mechanism for all Windows-based applications to have visual styles applied... more info.
To use them
1. Extract the visual style to a folder with the same name in the following directory: \WINDOWS\Resources\Themes. For example, if the msstyles file is XYZ.msstyles, create a folder called “XYZ” in \WINDOWS\Resources\Themes and extract XYZ.msstyles to that folder.
2. To load the visual style, go to the Display Properties -> Appearance tab -> Windows and Buttons, and find the visual style. Do not look for the visual style in the Themes tab. You can also double-click the msstyles file.