ummmm... not al of them.
ThemeXP does not - it is in no way a TSR (unless you use some special features)
The second link I provide allows you to use .theme skins by patching your UXtheme.dll to enable it to recognize NON-microsoft "certified" themes.
Changing colors is fine if all you want to do is paint the Win98/2K style windows, menubars and toolbars. But if you want to change the skinned theme, then you can't just "do it manually" and have to use the theme. The blue, silver and olive schemes of WinXP are skins over the old version.
BB