Chris, I was a bit brief. The basic deal is that Windows XP Style that comes with XP offers three colors to choose from: A Blue, Green, and Silver. They all look rather similar. Microsoft decided when developing XP to not allow 3rd party skins to use their skinning mechanism due to stability problems during development. Therefore they digitally locked the .dll that controls it. StyleXP replaces that .dll to allow access to the MS skinning mechanism. So when you use StyleXP you are just allowing your machine to load a different color variation to Luna. A StyleXP skin is limited to skinning exactly what Luna is capable of, which is really not that much when comnpared to WB. WB is much more robust in how it can change a window. For example buttons do not have to be located at top left, windows do not need to be rectangular, plugins can be added. The list goes on much further. Basically WB offers a much wider range of options to the artist.
Then we could get into whether it is legal to break the copy protection MS put in place, but that will have to wait for another day.
Hope this helps clarify my feelings on the matter.