I've found something intresting... when you use litestep and you use old style login screen in Windows XP, when you call the shutdown dialog the buttons on this dialog aren't skinned (they use the old windows style) but you can fix this, to do so create a litestep.exe.manifest file in litestep.exe directory.

If you know what a manisfest file is then you know what to do, but if you don't try find a .manifest file like C:\WINDOWS\System32\cdplayer.exe.manifest, copy it to litestep.exe folder and rename it to litestep.exe.manifest

This should fix the unskinned shutdown dialog but still doesn't fix the dammed icon problem...

Also this is only for Windows XP and i don't know if there is some kind of side effects, because sometimes when you use this technique to skin some applications that doesn't use Windows XP skins they go nuts or simply stop working at all, but until now there was no problem ^_^