Start with a skin you like. Then find a bit you want to change. Look at the skin file, at how that section is defined in relation to the others. Then change one thing about it. If that works, try changing something bigger (like the bitmap). If it looks incorrect, try and figure out why (and fix it) before you move on to some other bit. Keep going - eventually you'll have a whole skin of your own.
This is probably the best way to make your first skin. For the second, it might be better to start with a clean slate - having no buttons on your windows "encourages" you to make some.
Specific to WindowBlinds - make sure you clear all WBD files between reloading skins (or if you have the very latest ODNT version, add wbd=0 to the [Globals] section of wb.ini)