Hi Faisal, your talking about the Aero desktop. If your graphics hardware can handle it, you can make the changes you need by right-clicking on the desktop and choosing Personalise. Near the bottom of the revealed list you'll see 'Theme', click that. You'll see a drop down menu, in which you'll find the Aero theme, click that, then apply and ok. If you don't see the theme listed it be for a couple of reasons, Your running Vista Basic (in this case not a problem as you use Ultimate) or your graphics hardware isn't capable of running the Aero interface. Let me know what you find..
Just to add, you can make changes to the Aero desktop (such as colour ect) by again right-clicking on the desktop, clicking personalise and near the top...