I've found what you missed out - in HKLMSOFTWAREMicrosoftShellRai:MSStart a new thing needs to be added: using PHM Registry Editor, it has a little D in the icon, Menu>New Value>DWORD it's called.
The Value name is BKDefaultGradient and the Value is 1. This sorts out the main menu. The same should be put in :MSCONTACTS and (I'm not 100% sure about this one) :MSCdial.
Could you please make these alterations, and also delete this:
And, could you also have a look at the alerts e.g. ExclamationBox and ErrorBox, because I don't quite know how, but I'm very sure that they're all slightly different to how they originally are.
Thanks very much midnight