Hey Greg -
In Visual Studio 2005, we have XP visual style support a very high priority,
however this is unsupported under VS 2003. In order for an application to get
the XP Look+Feel, your application needs to tell Windows to use ComCtl v6
when available. This can be accomplished by using the EnableVisualStyles()
method in managed code, or by creating a manifest file with either native or
managed applications.

If you try running your tool window under VS2005 Beta 1 you should find that
it picks up XP visual styles just like it does when running in a standalone
app. Unfortunately, this won't ever be supported under 2003.

Cheers,
Aaron Brethorst
User Experience Program Manager
Visual Studio Core - Platform Team