It sounds like your copying the Moby application to your Startup folder rather than a shorcut to it. Right-click the program, choose Create shortcut, then drag that to your Startup folder.
"If I don't like how DX sets up in Winsysles with the current suite can I change it?"
I'm not sure what you mean there. Do you want to modify the WinStyles suite so it uses a different DX theme? If so, the easiest thing to do is just make your own Winstyles theme. First, set up your desktop the way you like it. Then, open the Winstyles Desktop Manager from the start menu and click on Create Theme. Then switch to the XP Theme screen and click the Use Current Desktop button. Now just save it and you've made you own theme that you can apply whenever you want.
