The caption buttons are the _, square, & X in the upper right corner of each window, you are saying if you set them to something other than the default of 21, you see no change in size?
Do they change in the demo window as you are making the changes but just not the real windows? the reason I ask, I did notice my demo window did not always change but if I hit the apply button I would see the change in real windows.
Any chance you could post some screenshots?
Customized themes can have customized caption buttons (in a .msstyles file) which you probably couldn't change; make sure you are using a standard windows theme when you try to change.
I changed my resolution from 1440x900 to 1280x800 and of course the Buttons got bigger.
I changed back to my orig. Res and now no matter what size I change the Caption buttons to they stay the same, big.
Not complaining, that's the size I wanted them but this is weird.
Here are some pics of what was happening before I changed the res.