When I try to set a visual style in Windows XP (the standard Luna, for example), I get one of these two:

• "Access denied" error.
• It works, but when I restart the computer, I get the Classic look again, with no errors.

Also, the "Windows and icons" dropdown is grayed out in the "Appearance". This is a list of things I have tried, with no results:

• Making sure "Use visual styles on windows" is checked on System Properties > Advanced > Performance.
• Restarting the "Themes" service. It starts cleanly, no errors.
• Applying these two fixes: Kelly's Corner and tweaks.com.
• Running sfc /scannow and checking the integrity of uxtheme.dll against a clean installation of XP
• Restoring the whole \Windows\Resources\Themes directory.
• Creating a new user. The new user does not seem to suffer this problem. Maybe this is the solution, create a new user and migrating all the data, but it would be a pain, and I would prefer reinstalling the whole thing.

I am using Windows XP Professional SP3, with no spyware, no virus, and no other visible malfunctions.

How can I fix this?