http://download.microsoft.com/download/5/2/9/5295fa0c-575a-4ee6-b186-0a8cf7ddfde6/WindowsXP-TabletPC-EnergyBlueTheme-x86-ENU.exe

trick to install it (it is for tablet pc, not regular xp, but it works anyway)
use winrar to open it, choose a folder to extract, double click in the 5mb royale file (there is 2, the other has 2kb)
it will create a new option where you choose the theme color (blue, silver or olive)
pick it and click apply
(and dont delete the folder...)

there is a way to put it in the original win folder together with the other themes, but it is a pain in the ass