how to apply a windows visual style file?

You'll want StyleXP or a patched uxtheme.dll.

StyleXP is available at http://www.tgtsoft.com/ . You'll have to pay to use it after your trial expires.

Patched uxtheme.dll files are available just about everywhere. They're free, but require some work on your part. A patching utility is available at http://themes.belchfire.net/index.php?showtopic=8767 .

assuming you already have either stylexp installed or uxtheme.dll patched [in other words - you've read what advent said and followed one of the links]:

next step - you have to copy the style [the dir containing .msstyle file, if there isn't any dir, you'll have to create it and put the msstyle file there] to your windows\resources\themes folder
There should already be a folder named luna inside, so basing on this style you will know, how the directory structure should look like :)
at most cases, the style will be for download as a .zip file, so you'll have to unpack it, styles are based on those msstyles, so if your system won't see such file, you won't be able to apply it.
the final step - you go to stylexp [if you've downloaded it and installed] or to display properties-> appearance [works with both stylexp and patching uxtheme.dll] and set the the style you want to use. If you can't see a style that you've just installed, try refreshing the list, if that doesn't work, it means that there is something with the directory structure..
hope it helps, if you have any more questions /want screenshots -> just write..

i have vistaglazz and some vstyles r working fine but i have downloaded some more but they r not showing or activate i think one en-us folder and a vsgorg something file is missing in them. is there any solution?

Who knows how to install Login studios?

...or you could do what I do and use styler ^^
was never motivated enough to patch my uxtheme :P