Well, say you skin Winamp. No big deal, it has to draw it all pretty whenever you're using Winamp. Skinning Windows, on the other hand, you have to skin the taskbar, start menu, every window that defaults to the windows border (like, 90% of them), and it has to draw more every time your screen refreshes. Depending on your computer and the skin, it might not be so bad, but it has the potential to be a massive resource hog. All depends on if you really need/want the extra speed you might be giving up.

And here you prove Sylphas you know not what you are talking about.

I suggest you open the Windowblinds 4: A closer look page and scroll down to the bottom of the page. It might clear up a few of your misconceptions. I have tested Windowblinds on numerous systems and they don't lie about how much better it is than the standard bundled Windows APIs.