For WMP, you got to make sure you have WMP7 or more; Media Player 6 is not skinnable. To download WMP7: http://www.windowsmedia.com/download/download.asp
As for the other apps:
- Beatnik: a skinnable Internet clock http://somedec.com/downloads/
- Colorpad: a skinnable color picker http://www.entic.net/~vmoya/downloads.html
- CoolPlayer: a skinnable media player http://www.daansystems.com/coolplayer/index2.html
- Dashboard: a skinnable app for Pocket PC devices http://www.snoopsoft.com/
- Desktop X: to have animated objects and a totally cool desktop https://www.stardock.com/products/desktopx
- Graphics: just a pixel dump
- Icon Packager: to change all the icons and cursors of your computer in one click https://www.stardock.com/products/iconpackager
- ICQ Plus: to customize the look of ICQ http://www.icqplus.org/
- KewlpAd: a cool skinnable alternative from Notepad http://kewlpad.deviantart.net/main.html
- Litestep: a alternative shell. Very flexible, robust and almost limitless. But not for the beginners in desktop customization. Read more about Litesp here: http://docs.litestep.com/
- NextStart: A skinnable, and dynamic pop-up menu that can be used as a replacement or supplement to the Windows Start Menu http://www.winstep.net
- Obectbar: it's basically Startbar replacement/enhancer/program launcher (it's still in early beta, not publicly available yet) https://www.stardock.com/products/objectbar/
- Pocketblinds: another skinnable thingy for Pocket PC devices https://www.stardock.com/products/pocketblinds/
- Screenshots: not a program, just a gimpse at people's computer.

- Wallpapers: again not a program, just nice image you can put on your desktop
- Webblinds: to skin Internet Explorer https://www.stardock.com/products/webblinds/
- Winamp: the most popular skinnable media player http://www.winamp.com/
- Windowblinds: to change the look of all your windows, task bars, explorer, etc. Probably the one application that will change the most the way your computer looks http://www.windowblinds.net/
- WinMedia: As I said above: http://www.windowsmedia.com/download/download.asp