<textbox height="25" style="color: red;" text="Enter a Product Id" width="350" x:name="txt_ProductId">
With this you get the full effect of having a drop shadow matching whatever Silverlight tool you happen to be using. In this case obviously a text box but I have used it on buttons, data grids, panels and even canvases. I am going to working on maintaining that effect on button clicks next. I'll keep you updated.