When you try to select Windows XP style on the Appearance tab of the Display Properties dialog, the Windows and buttons drop-down list only contains Windows Classic style.
To workaround this behavior:
1. Start / Run / Services.msc / OK.
2. Scroll to the Themes service and double-click it.
3. Set the Startup type to Automatic and press Apply.
4. Press the Start button (under Service Status).
5. Press OK after the Themes service starts.
6. Select Windows XP style on the Appearance tab of the Display Properties dialog.
7. Press Apply and OK.