mizromi, Style XP skins are not less complicated. the .msstyle extension is just a zipped file.
If the Windowblinds skins you downloaded were in .zip format, you just need to rename it .wba then double-click on it and you're done. Not more complicated than that. Windowblinds skins do not include cursors and icons. It's just the skin, except a bit more complete.
Using both do not increase your resources as you obviously can't apply both at the same time. You'll choose to apply one skin at a time, weather it's a MSStyle or Windowblinds.
BTW: StyleXP don't have a skinning format, and StyleXP can hardly be called a product, it just lets you apply third party skins in the same format as the 3 default one you already have. To do that, Style XP hacks a system DLL that Microsoft placed there precisely to prevent people from making and using third-party skins. Basically, StyleXP messes up with your system, that's why people have suggested you should stay clear from that path. It's usually not a good idea to play around system files.
Furthermore, if you try both and compare, you'll find that Windowblinds skins use a lot less resources than MSStyle skins. Typically around 1 meg or less, compared to 4 or 5 megs, or even more, for Style XP.