The easiest way i find to use this .dll file is to drag the original from windows folder to a blank folder on desktop, then drop this into windows folder and delete blank (containing old file) folder on desktop and just reboot when i have finished using PC for day.
You could do it manually...that's how I've always done it, and it never fails. Just be careful and don't delete anything you're not supposed to.
-First search the entire drive for any instances of uxtheme.dll (search within subfolders, and include hidden files as well).
-Delete all instances of it, except the one in \WINDOWS\system32 (you can move them to a temporary location instead of deleting them, to be on the safe side).
-Rename the one in the system32 folder to uxtheme_old.dll and extract the one from the attached ZIP file into the same folder.
- Reboot and enjoy themes.
EDIT: This uxtheme file is version 6.0.2800.1106 for XP SP1 with all Windows Update patches installed (aka latest, fully updated version of Windows).