Try this:
It's a known issue that not all skins accessible from the Theme Manager are accessible from the Windowblinds Configuration. Please let me know if you're still having problems with the "Data Source" window.
-Mike[Stardock Support]
When you installed your copy of WindowsXP (or since you've installed it), did you do anything to modify it? This problem has come up in the past with people that have either had a corrupted file (which the fix I've recommended already resolves) or have customized their Windows install. By removing certain components, your system will run faster, but it may lose functionality for any programs that require those certain components.
Please try running <this file> and see if it resolves your issue.