Josh,
That's one of the Windows default settings:
Start>Settings>Control Panel>Display>Appearance>Item ActiveTitleBar
When you get to the Appearance tab you can also click on any of the objects in the window and its name will appear in the Item list. You can then change its appearance.
If your question is really, can I change the title bar at run time?, I'd be inclined to advise you not to bother. Not exactly sure how it would be done (I think its an API call to the Windows registry) but IMO it isn't worth it. Especially if you are creating an app that will be used by others. People can get pretty protective of the appearance of their "desktop" and if you go monkeying with it you could end up creating more trouble than its worth. Again, that's JMHO.
have fun