I see in your Screen Shot you have EXPLORER BACKGROUNDS checked on
my Question now is Did you do something in the EB cause if so open it up and then click on RESET OPACITY LEVELS
and for good measures click on the DEFAULT Square to the left then click Apply Changes at the top left
if all went good the check by EB should go away.. If not...
IF you did NOT set anything in EB did you install any .reg files (as in clicking on any)
I know this one here (Disable Fullrow Select.reg) does play havoc on WindowBlinds EB
and the ONLY way to fix that one is 1) hunt down all the Reg hacks it did and well it don't work
so it's 2} re-install Windows.. this may go for other .reg hacks too...