Do any of these keys have DValues associated with them?
First thing, back up the registry and save it to your desktop. To do this, In the registry editor (regedit), click on "File" and select "Export". In the "Save In" drop down menu, choose "Desktop", then name the file 011506, and click "Save".
Navigate to HKEY_CURRENT_USER \ Software \ Microsoft \ Windows \ CurrentVersion \ Policies \ Explorer and delete everything in the right pane EXCEPT Default
Navigate to HKEY_CURRENT_USER \ Software \ Microsoft \ Windows \ CurrentVersion \ Policies \ ActiveDesktop and delete everything in the right pane EXCEPT Default
Reboot and try changing the Theme...
wannabe1