Way back in November I made a post about menus on Windows Vista. Essentially it came down to the fact that custom drawing did not draw menu items correctly, and even Windows Explorer on Vista had the same rendering problems.
There is a post on Shell Blog about Vista style menus which starts a series about getting the menus to render correctly. The first part provides a solution for those people that want icons next to the menu items where custom drawing previously provided the solution. The most useful bit is there is a small bit of code to convert the HICON to a HBITMAP which is the main stumbling block for people trying to make the transition.
You will notice the difference in style once the custom drawing is removed and it will look much more integrated.