Styl, you don't understand. The "program" StyleXP is actually more like WinStyles. It is simply an interface that lets you apply msstyles skins, shellstyles, and wallpaper all at once. It doesn't actually skin anything though. That is all handled by the hacked msstyles .dll. WindowBlinds, on the other hand, actually handles all the skinning on its own.
Also, there is no freeware version of StyleXP. You can get the hacked .dll alone for free, but the "program" is shareware, which expires and becomes non-functional after a given period of time.