Well - now that I have had a day to play with the wonder that is WindowBlinds, I've come up with another question!
I found a font that I liked and thought it looked 'dragony' and might therefore go nicely with the dragon theme that I was using, so I went into WB and clicked on 'fonts' and then clicked 'use Speedball No1' and applied changes. The font changed on title bars etc, but nowhere else (I've tried uploading a screenshot but I put the image URL from photobucket in and click OK and nothing happens - the box just stays there with the URL in it and doesn't add the picture).
Then I downloaded another theme - Laguna Ice - and when I changed the font to one called pneumatics (in the same way as I did for dragon) it changed all the fonts everywhere (i.e. in the start menu, in windows, in all the folders etc) and I prefer it this way.
Is it possible to do the same thing with the dragon theme?