WindowBlinds (WB) only purpose is to skin other applications.
Winstep applications (Nexus, Nexus Ultimate and Winstep Xtreme) are mainly tools, i.e.; application launchers that feature a truckload of other built-in useful tools (such as the modules/widgets, clock alarms, etc..) and also happen to be skinnable. They do not mess with 3rd party applications in any way, form or shape, however - they only skin themselves.
This is why Stardock WindowBlinds and Winstep applications are perfect companions for each other, as Uvah mentioned. For every Winstep theme, you can usually find a matching WB theme.