That's pretty easy! It was nothing done to CD9, actually it is a customization of the WinXP GUI. On your desktop do a rightclick, and select the properties in the flyout. A small window appears and in the fourth tab you can choose how your windows should look like. You can also load default styles and themes with apps like "WindowsBlinds"...
BTW: I am also using a grey theme in due to relax the eyes. I've seen some people using black, but keep in mind that the eyes are more stressed when colors follow on black and otherwise. The eyes are used to see anything, and black is interpreted as nothing (missing of light).