I see you're actually just modifying someone else's theme
Shine 2.0 for Windows 7 by *zainadeel on deviantART this theme and your theme have the same named .msstyles.
I'm not sure what's going on with the start menu I can't reproduce that, the Explorer window frame changing colors is because of the active and inactive window borders are different, I have provided a screenshot of the top frame where I have put a black layer underneath of the image so you can see the difference the top image is active the bottom image is inactive.
Jerry