Oh, I'm sorry.
Made that post really early in the morning.
Yes you're correct, it goes to Windows Classic (Not XP)
but, I don't understand how I broke the skin.
When I edited it in SkinStudio, I clicked the Minimize/maximize/close buttons, and when I selected one I went to Actions > And I set the .wav file as the sound i wanted.
Now when I do it, it just doesn't apply the sound. It doesn't go to classic anymore, the sound just wont play