Is there a way to set the default blue Windows XP color scheme to black or grey?
If you want to change to one of Windows XP's built in alternative color schemes (silver or olive green):
You can also download different color schemes from the internet and use this tutorial for installation instructions. There are lots of different color schemes available so I'm sure one of them will be what you're looking for.
The closest thing to a grey theme is the vanilla silver theme available on windows. It still has that green start button
Assuming you want a black version of the Luna Theme, you'd want to look for the zune theme direct link off microsoft (black with orange button)
Royale Noir would be another option - its a little unfinished, but its a nicer theme IMO. I've seen it on istartedsomething and was my default theme for quite a while.
While it isn't a black theme, i use the xp embedded theme i snarfed off the internet somewhere. Its fairly professional looking and pretty easy on the eyes
All these are official themes and none of these needs a uxtheme patch and would work perfectly on a windows xp system with no changes.
If you don't mind patching uxtheme, grab royale noir remixed, which is a finished up version of royale noir.