Not all of your application's window is actually drawn by WPF - In order to integrate with the underlying operating system the border and title bar of WPF windows are still drawn in GDI like other windows. This means that some operations that can be performed on most elements in WPF (like LayoutTransforms and RenderTransforms) cannot be applied to the top-level window element. This also means the rendering of these areas cannot be customized in WPF in the way that normal elements can be using styles or templates. In order to create customized title bars for your windows you have to create a borderless window, and create a title bar yourself in Xaml.
This gets slightly more complicated on Windows Vista, where rendering of form borders and title bars is handled by the Desktop Windows Manager (DWM) which uses a component called MILCore (MIL stands for Media Integration Layer), which calls into DirectX. It turns out WPF uses this same graphics stack to render. WPF's PresentationCore calls into MILCore (which is unmanaged) which then calls into DirectX. While this implementation detail is interesting to know from a programming point of view the outcome is the same on Vista as XP and Windows 2003 - you can't change the appearance of the title bar or scale, skew or rotate your whole windows from WPF using transforms.
Another implication of this is controls on your WPF forms no longer have a window handle (hWnd), since they are not rendered by GDI. Unless you are hosting controls from Windows Forms or MFC the only hWnd in your typical WPF application will be the hWnd of the top-level window. This means UI automation and testing technologies that rely on hWnds to programmatically drive your UI will nolonger work. Fortunately WPF comes with its own UI automation API.
The other region of your WPF windows that will not actually be rendered by WPF are any controls from other presentation frameworks like WindowsForms or MFC that are being hosting inside an HwndHost - they are still rendered by GDI. This also means you can't scale, skew, translate or rotate them using transforms.