From my work with windows and borders, I have learned that there are a few sets of borders defined in the windows_pieces01. What you need to do is find out, for each window you want to change the look for, exactly which border pieces it is using.
Step 1: Look inside the .xml of the screen you want to change the look for. Find the tag that says DrawTemplate and note the name. It will be found inside the Screen tag near the bottom of the .xml. Using EQUI_PlayerWindow.xml as an example, we find that the DrawTemplate for this window is WDT_RoundedNoTitle.
Step 2: Next open up the EQUI_Templates.xml file. Find the tag with the name you noted in the window file; in this case WDT_RoundedNoTitle. Within that tag you find sections defining most parts of a window, close button, minimize buton, etc. There is also a section for border. In that tag, you then find definitions for each part of the border like Top, TopLeft, LeftTop. In that tag you will find a name of an animation that will construct that border piece. Note this name. In our example, for the Top, the name is A_RoundedFrameTop.
Step 3: Now open up the EQUI_Animations.xml find, and search for that animation name. It will be inside of a UI2DAnimation tag. Here is where it defines exactly how to construct that border piece, as well as where to get the graphics for it. In this tag, you will find a Texture tag, which tells which .tga to find the graphics (ours is windows_pieces01.tga, which we already knew). Then it show additional tags for Location and size. For this piece, we find that the location is 200,161 and the size is 8,2. When you go into your .tga editor and locate the pixels at the location with that size, you will find that border piece. Modify those specific pixels, save, then reload your UI and you will see the new graphics.
Remember, not all windows use the same defined border pieces, there are more than one in window_pieces01. Also, if you want to change the size/location within the .tga that the graphics come from, or even change what file that piece gets it graphics from, you will need a copy of at least EQUI_Animations in your custom folder (well, you can define the new animation within your window piece, but that is another discussion
What Hal is saying is that when the UI loads, there is a standard set of xml files that gets loaded. For each file, EQ looks first if you have a version of that file in your custom folder. If it doesn't find one then it loads the file from default. Default is always refreshed every time you patch, so changing anything in default is a waste.
There is a lot more to it, but that should get you going.