Everytime I POV-ray a screenshot, it comes out like this:file:///C:/Program%20Files/Toribash-2.3/raytrace/headcarry.bmp.

I have seen people POV-Ray screenshots/movies and get a much different and what I think is a cooler effect. Could someone please explain to me how to change my POV-ray effect?

what do you mean by povray effect? the inc file?

I mean how the POV- rayed screenshot looks. Like whenever I POV-ray something all the joints are alwyas this dark shiny blue, the ground is relfective, the heads are shiny purple with no faces, and the blood is globby and thick. I've seen people get a different "effect/look" and yet I can't can't get a different one

so you mean the inc. file, try out other inc files and stuff (i posted some of mine in raytraces thread)

In a continuation of this when i change the .inc file(from glossy to caly/acidbath, etc) nothing happens

this is playing or changing the .inc file. its in (and should always be) the same folder as the screenshot you're rendering. so \raytrace by default.
to change colors and such, either change the name of the glossy.inc at the top of the .pov file (to another existing one e.g acidbath.inc),
or start to tinker with the .inc files themselves. open an .inc file in POV and play around with the RGB values for each section..

kwah: make sure the inc file you want to use is in the same folder as the screen you're renderering