Do what Luc says. But when you apply one of the quick styles from the Shape
Styles gallery to your shape, choose one from the bottom row. These use the
"exciting" effects, so you'll see a more dramatic difference in them when
you change effects schemes.
Each theme is made up of a set of colors, fonts, and effects. You can create
new colors and fonts schemes from within the PPT interface, but to create
new effects schemes, you must use the Theme Builder Utility. It's available
at
http://www.codeplex.com/openxmlthemebuilder Effects are considered
subtle, moderate, or exciting. When you hover over the last three rows in
the Shape Styles quick-style gallery, you'll see the tooltip that says
"subtle effect" or "moderate effect" or "exciting effect."
Subtle-Moderate-Exciting are specified in the theme builder utility when the
theme is created.
But as you noted, there ae already a bunch of Effects schemes you can choose
on the Design tab (each theme comes with its own Effects scheme, which you
can "mix and match"), and, as I mentioned, especially if you've applied that
last row of quick-styles to your object, you can see how each of those
effects affects your object when you hover over the various Effects schemes
on the Design tab.
Unfortunately, there's no documentation for the Theme Builder yet, so
there's nothing that really explains the whole theme-thing very well, and
especially not the effects schemes.
http://blogs.msdn.com/powerpoint/archive/2006/07/13/664413.aspx and
http://blogs.msdn.com/powerpoint/archive/2006/07/17/668341.aspx might help
better explain what I mean about "mix and match."