What are you expecting?
Do you have Windows 95|98|ME|2000 and expect Windowblinds to give it a Start panel like XP? Sorry, but Windowblinds can only skin what is available to skin; in other words, it will only skin the Start panel if you have a Start panel (XP).
On the other hand, another product called Objectbar can emulate the XP Start panel and can even be configured to be skinned by Windowblinds.