This is hilarious. For whatever reason, the ESC in IE blocks the Windows section of the Microsoft site! Seems kind of silly to me.
Windows Media Slayer is bundled with Server 2003 as well for some reason.
By default Server 2003 has just the classic themes. However, the themes service is still present and can be enabled, giving you access to all the XP themes if you really want them.
Shutting down Windows Server 2003. Again, you are required to provide reasoning for turning he computer off.
Conclusion: Server 2003 isn't a bad server OS. Too bad about IE though, and the Windows Genuine Disadvantage crap.