If you simply want to change your theme as most do, there's a simple way to do that.
First you need to download Universal Theme Patcher and follow this tutorial Theme - How to Apply Custom Themes
Second, you'll need a find a theme you like, I get mine from deviantART: where ART meets application!
Third, if your theme comes with any system files (explorer.exe, explorerfram.dll, etc)
Download Windows Theme Installer and use it to install your theme and use it to install your theme and system files. Windows Themes Installer : Install Windows 7 & Vista themes easily | The Windows Club
The latest version of Windows Theme Installer actually makes using the Universal product unneccesary but I'm unsure if the WTI actually will make backups of the initial files that are replaced. If it does, then you could just use that. If it doesn't you can either use the UTP or just use the sfc /scannow command when you want to revert to original files.
Most of the dock products are just that, program docks that don't actually change your theme. They're useful if you'd like to use a dock, but I've found that the new "superbar" actually functions just like a dock and will work just as well, and may be more stable.
If you want to change icons, you can do so through a few ways. I changed navigation bar icons and default folder icons through registry changes. I changed my superbar icons through changing the properties of the initial shortcut I used to launch the programs. I changed the internal program icons by editing the programs using Restorator. You'll find that there are many ways to get to the same road in this department, some involve more work on your end, some involve paying for a product and others are just hard to find.
If you want transparent windows you have a few options. You can use the product mentioned by the OP or you can install the theme that I use, which is called "Soft7 1.8" it basically makes all of your Windows transparent so that all your Window frames change to whatever color your background is.