Did you buy StyleXP? If you didn't, you ought to know it's shareware in use for 30 days only. Uninstall it, if that doesn't fix the situation, then try manually applying the style.
Open 'Luna.msstyles'. You should
If your missing the Luna folder here, then you somehow deleted it. I can try uploading it somewhere since 'luna', probably the most popular theme, can't be found by me at the moment.