Ok first of all, I have no idea what "Windows Home Ultimate" is so my advice may be wrong if you are using some special European version of Windows. Did you mean "Vista Ultimate" or perhaps "Vista Home Premium"
If so, there is a way to force Windows to switch between Aero and Basic window styles:
1) Open the Run dialog: Start Menu->Run... (or just press Winkey+R)
2) In the Run Dialog type: C:\Windows\System32\rundll32.exe dwmApi #102
3) Hit Enter or click the OK button
That should turn Aero back on. If you want to go back to Basic windows graphics you can do so with the following in the Run Dialog instead:
C:\Windows\System32\rundll32.exe dwmApi #104
Which simply turns Aero off.
If that doesn't work then you have another program that is forcing Vista to stay in Basic mode. Like a game running or something else that uses DirectX.