RanMay: It wasn't just wild guessing on my part.  Before XP shipped (back when it was called Whistler), I was a test intern on the OS Shell team at Microsoft.  The skinning capability in Whistler was the feature I owned for that summer. :)  Some of the skins I made for testing really pushed GDI+ to its limits by adding translucency and other graphical gems that are really only now possible in AERO with the Desktop Compositing Engine.

Now, I hadn't installed the theme yet when bear_luke discovered the problem, so that credit falls to him, but I figured that others might want to know how to fix it, so I added the extra details.

The Orange is a little bit much. But if you copy the shellstyle.dll from the C:\WINDOWS\Resources\Themes\Luna\Shell\Metallic folder to C:\WINDOWS\Resources\Themes\Zune\Shell\NormalColor instead of the one that comes with the Zune Theme it is a little toned down, and still fits with the theme