Tweak UI is a component of Windows XP Powertoys. PowerToys is a set of useful(?)/fun(?) utilities developed by "Microsoft Guys" but is not formally supported by Microsoft. The PowerToys suite was unavailabel for a while, but the new page says:
"They're back! PowerToys are additional programs that developers work on after a product has been released to manufacturing. They add fun and functionality to the Windows experience."
(Note that there is a separate version of Tweak UI for systems using the Itanium system/processor. Probably not applicable.)
PowerToys were available for earlier Windows versions, and were pretty widely circulated; but I don't have any info on where to get versions for earlier Win versions. Most of the individual tools are probably available from a number of sites.
I believe there was an earlier version, possibly also called Tweak UI, from Ziff-Davis. Their stuff used to be free, but now requires registration and payment, on the order of $10/utility or unlimited downloads for a monthly subscription fee. I'd recommend going to the Microsoft site (the link), since what you get from a more "generic source" could have a rather uncertain ancestry.