Custom theme problem

I was trying to apply some custom themes, and ran into problems, here is what I did:
I first tried it using the method of installing the UxStyleCore program thing, and reset my computer. When I got back, I realized I had forgotten to disable UAC. I went to do this, and noticed it was already off, yet the system for UXSTYLE did not show up in task bar. So I moved UAC to the second from top, and decided to try it a different way.
I used the other method, which is installing the other program and then clicking all 3 "patch" buttons. Did this, reset the computer. Once reset, I think I did something wrong. I put only the file which when clicked tries to set the theme, into the Windows theme folder (forget directory). I went to personalize, and the theme did not work. So I delete the theme all together, and at this point noticed that I had a folder on my desktop from when I tried installing themes earlier, called Aero. I am unable to delete this folder, no matter what I try (should have uploaded image of error). I tried to reset the computer to see if it would help, and when it started, not only did it not help, but now I have the classic windows theme, which I obviously don't want.
So, I need help getting theme settings back to normal, if not custom, and help deleting the folder (and any others that may display the same error, "you require permission from "my own computer name" to do this)

Help is greatly appreciated, and obviously +rep lol

do I lose everything I've done since the restore point, and also does it restore to before or after the activity it says? ex: "Installed program", when I restore will I have that program or no?

the restore worked, now to make another attempt :P hopefully i kept all the wallpapers I downloaded