Go here: How to skin windows If you already replaced uxtheme.dll with the unlocked version then all you have to do to install an msstyles file is double click it. It will then take you to the desktop apearence tab where you just simply click apply to use the visual style.
Ya.. thought you wanted to change windows. Didn't see that was a firefox skin. Drag the .jar file on the left side of the Themes panel, in Firefox and you are done.