help with windowblinds ??

If you mean the icons that are in the start menu, then that is normal. You will need iconpackager to change your icons. Wallpapers are *sometimes* included in the WindowBlind folder. If you open the WB config window, and then go to Basic Settings, you will see an option to "apply any wallpaper that is included" (or something like that..) if you check that box, then whenever you load up a new skin, if the author has included a wall it will be automatically applied.

Remember, when you look at a screenshot of a WB theme, not everything you see is part of a WB skin, there may be other programs running too, like Object Dock, or DesktopX, or IconPackager. The skin authors use many of these things to make their skin look as attractive as possible in the screenshot, and will often supply links in the comments area to find other parts of the overall theme.