The color of windows, backgrounds, title bars, etc can be changed in Windows itself. Maya cannot change this. Right-click on your desktop and choose Properties. Go to the Appearance tab and look for a dropdown list called item. For every selection you choose in this dropdown list, you can change the color by clicking the color button off to the right. Don't forget to apply your new settings. If you mess up and want the old setting back, just choose the Windows Classic preset from the Scheme dropdown list.

As for how Adl is able to model in proxy mode in one viewport and standard in another I do not know. On mine, Maya has to update both viewports upon modifying on object in one or even moving the camera. And I do not think you can smooth shade the proxy box. It remains in wireframe because the folks at Alias|Wavefront thought you would always want to see your mesh being modified when you extrude/modify a face.