I think blackcurtian is talking about the start panel item mouseover. the feature you are talking about, Pat is a Vista only feature (notice the vista icon next to the item in sks)
The mouseover image for the All Programs panel ONLY works in Vista. So you are still stuck with the old mouseover color on XP.
I have mouseovers for the More Programs Button (more programs arrow)
Normal Mouseover Pressed

This was my first thought actually of what you were asking about, but for some reason I decided you were talking about the pop up menu mouseover (maybe because it was like 3am and up with insomnia)
if I was correct and your actually having problems with the more programs button, mine works fine with an image like the above. as you can see it is a 3 place image. the Normal image is the exact same as the more programs background image, the mouseover and pressed images are the same image just as you can see the blue is change to green with another layer overlay in PS. the above 3 place image is placed in More Programs Arrow.
I made it simply by taking my More Program Background image, creating a canvas 3x wider, pasting the background image in 3x, aligning them, and then placing a green button image over the blue with another layer in PS. There are no transparent areas in the image.
If this is not what your talking about could you please post a screen shot of just what area your asking about. Cus if this is not it I am COMLETELY lost as to what your asking (may due to being new to skinning) so a screen shot may help me learn something too.
I would be lost if not this because ALL of my mouseovers concerning the start menu work just fine in XP. My more programs button/arrow, places list and program list, and pop up menus all have mouseover images.
in this thread you can see images of both my normal and mouseover more programs button. However, vStyler suggests NOT using an image like the above for the more programs button. He said it can cause compatiblity issues.