It is possible to style ChildWindow controls as well as MessageBox controls. All the chrome of their window can be styled (color, thickness, opacity); their action buttons can also be styled.The "Plus" version provides a new control called StyleableWindow, which consists of a window that has all the functions of a normal window, but which can be styled in the same way as ChildWindow or MessageBox.
Click here for more details about Xceed Toolkit Plus for WPF.
This is the content of the child window.