So, today I played with modifying win32 theme and 1.38 build, here is the end result:
The result looks quite nice but the tabs seem to be wrong - there seem to be not enough space for the close `X` button e.g. in the `keybindings.c` tab and the height of the selected tab seems to be wrong. (I remember I spent a considerable amount of time to make this work well for Prof-Gnome, it was pretty annoying, and I won't help you with this :-P)