I'm not set up as Roaming.
Ok.
You haven't yet responded to Elmo's last suggestion:
"One or more options/settings in an ever-growing number of third-party
applications may be disallowing the change(s) from "sticking". These
include but are not limited to Ad-aware Pro's Ad-Watch, Spybot Tea
Timer, SpywareBlaster, SpySweeper, Spyware Doctor, CounterSpy, AVG
Anti-Spyware, Norton AntiVirus, McAfee VirusScan and/or Antispyware,
NOD32, and Zone Alarm (Free, Pro, & Security Suite)."
Have you installed or updated any of these?
He also suggested you should read the following from Kelly's Corner:
[substitute your preferred style where it says "Windows XP"]
---
Q: Why does Windows XP Style change to Windows Classic Style?
This has to do with a Policy setting made either via gpedit.msc or
manually via the registry. The side effects are that Windows and
Buttons are grayed out under Desktop Properties/Appearance and the
check box under System Properties/Advanced/
Performance/Settings that reads: Use visual styles on windows and
buttons, does not remain checked. This edit corrects that behavior.
Download and apply either one on line 214, they are the same edit.
Windows/Buttons Greyed Out under Appearance and/or Windows XP Style
Changes to Windows Classic (Line 214)
http://www.kellys-korner-xp.com/xp_tweaks.htm
Other checkpoints:
1. Right click the My Computer
icon/Properties/Advanced/Performance/Settings. Verify that: Use visual
styles on windows and buttons is checked.
2. Windows Explorer/Tools/Folder Options/View. User Common Tasks in
Folders.
3. Right click the Desktop/Properties/Appearance. Windows and Buttons
choose: Windows XP style.
4. Start/Administrative Tools/Services. Scroll down to Themes and
verify that the service is started.