You can't fid it because you modified your shell style. What is shown in your picture is a shell stye special bar, usually is on left of the window. You  can also try to change the header bar.

In the picture above is shown a non standard part, this isn't an original part of Windows. Probably you need some kind of software to create and modify that part, like Vista or Leopard transformation pack.

I don't think Skinstudio can edit that bar cause is not listed in Skinstudio, but if you want you can try to edit  CONTROLS> HEADERBAR CONTROLS>NORMAL   OR XP SPECIFIC SECTION>EDIT SHELL STYLE BARS AND ARROWS>SPECIAL SECTION.

Good luck