They're not lost. What OS are you running? If it's XP you need to copy your skins from the old directory to the new one and then rebuild list like Lantec said.
C:\Program Files\Stardock\Object Desktop\WindowBlinds <- Old location
C:\Documents and Settings\All Users\Documents\Stardock\WindowBlinds <- New location
Just copy all your themes from the old location to the new loaction then rebuild list and you will have all your blinds again.