It's not so much a problem as being able to apply the skins that come with the app; it's being able to get them to change randomly on logging in to Windows. However, I did some more experimenting and may have found a solution. I changed the skin to something other than Windows Classic and restarted. At that point, the skins started being randomly applied whenever I logged in. But if I manually set the skin back to Windows Classic the randomization stops. It seems that my system doesn't like applying a random skin if I set it to Windows Classic for some reason. No big deal since I don't really care for that skin any way.
Ahh. Random only applies if you have a UIS2 / Per pixel skin applied to your system. Perhaps we should make that more clear in future.
Classic / Aero are listed as options to disable WindowBlinds or you get questions on how to turn WindowBlinds offf.