You sound like you want to customize WinXP, not program for it. Why don't you try customizing a real POSIX system like Linux, Mac OS X or Solaris or something? You could take that much further, and it's easier.
As for the website design thing: if you want to do it the nitty gritty way without simple designer software, look up tutorials on HTML, CSS and JavaScript, and you're ready to start. If you want to be even snazzier, try XML with XSL stylesheets; it's more powerful and modern! Use a proper text editor (not NotePad), in my experience JEdit is nice and easy for just about everything, but there is special software (much of it free) just for HTML as well. Definitely the site you want to look at for tutorials is:
www.w3schools.com
They are the authority! OK, that's all 'client-side' stuff, probably what you should get comfortable with first. It is all displayed by your browser. 'Server-side' applications are run by your server; things like Google's search engine or just the software that handles Facebook are examples of server-side programs. You can write them in most general purpose programming languages; favourites are Java, Perl, Python, PHP among others. I recommend Python and PHP as easier. Don't get confused though. Learn client-side first.
All of the software I have mentioned can be downloaded for free (except Mac OS X, and the example server programs).