Ok, i have been trying that StyleXP thing, i downloaded a few themes and went to install them, though they have been installed as Visual Styles (whats the different between a theme/style?), everytime i restart my PC the theme shows as Windows Classic. I can set an option to apply them every restart, but that shows the XP skin apply thing (taking memory and time).

If i set a visual style, is there anyway to keep it applied, even when i restart?