That's not the personalize window.
Okay, I get what you mean.
Even if he clicks on "Windows Color and Appearance", it'll just take him to the other screenshot he posted.
Basically, he can't switch to aero, even using the personalization menu, from what I'm understanding.
Edit: It's really odd that not even restarting uxsms fixed it...you shouldn't get an "Access Denied" error if you run it with administrator.
I don't think you're doing it right.