That's good it looks like it installed correctly, my run box looks the same as yours with this theme.
That means something's going wrong when you install the other theme.
Do Option 2 of this tutorial SFC /SCANNOW Command - System File Checker
it will not harm any data or programs you have installed it will try to find and repair corrupt system files, If you have changed any of the system files like explorerframe.dll or use the program to change your start button they will revert back to the default also the files that were patched with Universal Theme Patcher will also revert back to the default you will need to re-patch after running sfc /scannow.
Then manually put the Zune Quickplay theme folder and the Zune Quickplay.theme file in C:\Windows\Resources\Themes (be sure to delete the old ones first, remember to switch to the default Aero theme and logoff and logon first).