Yeah, Jerry. Many of us, such as me, has seen this problem for many years and many versions of Windows, actually going back to W95/W98 when Themes first came out. Not sure why MS has never fixed this, problem but probably so many other quirks in Windows they just never got around to it.
There are tips in many books and online sources that allow you to fix this (as in the excellent "Dummies for Windows" series). Some require Registry hacks, which I personally try to avoid.
Reason being, if your hard drive crashes and you have to reinstall Windows from Factory Recovery Media, you'll have to remember how you did that hack to make your Themes work properly.
That's a huge pain.
Might be easier to download a 3rd party Theme manager. There are tons of these; make sure to use a reputable download source such as
CNET or SOFTONIC where they use state-of-the-art antivirus to scrub all their downloads before you get some nasty virus in your computer.
This problem has also been documented in the MSDN and Developer databases for those professionals who pay a very big annual subscription fee for.
Cheers!
<<<BIGBEARJEDI>>>