I'm fairly 'adept' with LiteSTEP, but I'm still learning new tricks...and I started 5 years ago...

On win9x it's fairly simple, as no reg editing is required, as with NT-based systems [XP].
Shell replacement tends to be a bit more precarious than such things as skinning WinAMP...because if you bungle it you can end up shell-less and perhaps without a clue as how to recover.
I've never used them [apart from writing my own one], but Installers should take most of the pain away....and read up on 'OTS'-compliant themes, as they tend to have less 'issues' than many of the older 'methods' of theme switching.
Learn to RTFM...it helps a lot.
Just take your time understanding what it's all about and you'll be fine...