From WinCustomize Wiki
WindowFX lets users add a variety of special effects to windows.
What WindowFX Does
WindowFX adds special effects to windows. Some examples would be shadows under windows, morphing effects, opening and closing animations, transition effects and much more. You can watch this video of some of the effects that WindowFX can do.
How to Use WindowFX
WindowFX is part of Object Desktop, or available as a stand-alone application. After installation is complete you will come across a setup wizard which will guide you through setup. You can always configure more advanced settings later if you choose.
You will be prompted about a variety of option like shadows, animations, taskbar previews, and other WindowFX settings. Once the wizard is complete, you can hit "apply" and you should be ready to go.