DesktopX? We are talking about Windowblinds and Skinstudio.
I do worry sometimes

Go to Control Panel/Display Properties/Advanced/Other Advanced Controls.
The fonts here, e.g. Menu/Active Title/Icon, are what the "Fonts For Classic Widgets" section of Skinstudio should change.
To Replicate Problem:
1) Open Display Properties
2) Windows and Buttons: Select "Windows Classic Skin"
3) Color Scheme: Select "Red, White and Blue (VGA)"
4) Windows and Buttons: Select a skin that has "Font For Classic Widgets" set.
5) Click Apply.
6) Click Advanced / Other Advanced Controls.
You should see that the fonts and colour scheme still reflect "Red, White and Blue" rather than the Classic settings in Skinstudio.
Hopefully that is clearer. I can screen print if necessary.