Okay, I load WB 5 (latest and greatest download as of tonight Oct. 15th and I am having the same problem I have been having. All it will load is Classic and when I unload it keeps that Classic skin and I have to go into the perfomance control pannel and make "any" small change and then click apply and voila Windows XP's theme returns. I have uninstalled, reinstalled 4.6, uninstalled 4.6 and then reinstalled 5 a few times to no avail. I have tried clicking the apply button a couple of times, again to no avail.
I have been reading the forums and some folks are having this problem like above but seem to have stumbled upon a fix. Weird thing is they are all saying they recieved an error code, or at least that's what I remember. I have not recieved any error codes.... but I don't get the little screen telling me to be patient as it changes the theme. The screen flashes a few times, but nothing changes but to see the classic thing come back. HELP.