You can change a lot without going into Skinstudio at all. First you have to go into the skin itself. On win7: My Computer, C drive, Users, Public, Public Documents, Stardock, Windowblinds. Open the skin you want to fiddle with. There will be all the parts to the skin there. You'll need a graphics program that opens TGA files and Bitmap files. What I do is make a folder in My Documents and name it for the skin I am playing with. I copy the part of the skin that I am changing into that folder so I always have the original in case things go bad. Whatever I change I put into the original folder for the skin. When you want to see how the change looks you have to re apply the skin.
I use Skinstudio sometimes too. Bottom line is that you have to play with this a lot and don't be afraid to make mistakes. As I said it's good to make copies of the original files.