A1:I had a similar problem,try this:
Use the Free USkin Toolkit to Skin your Application[
^]
or you can set your windows form style to none and put some pictureboxes and make theme with that(you would need to make your own resizing code)
A2:Try looking at:
http://www.wincustomize.com/[
^],one of their products was windows xp theme maker and the program worked perfect,if the first solution don't work try:
http://www.gold-software.com/TopThemesXP-file3460.html[
^],I haven't tested this solution,so I don't know if it will work
A3:solution A1 works only on 1 program
A4:Don't know
*UPDATE*
I have found a new program for creating custom controls and forms:
http://www.syncfusion.com/[
^]
there is a 30 day trial version, and in my opinion it's much better than USkin