You mean right click then properties? Mine has Themes, Desktop, Screen Saver, Appearance and Settings TABs.
My recomendation would be to do a System restore to a date before this began to happen.
If you want to do a system restore...
XP: Go to Start->Help and Support. Under Pick a Task click on "Undo changes to your computer with System Restore". Make sure there is a dot in "Restore my computer to an earlier time". Then click Next. Choose a date with a bold number that is before you did what you did. Then click next. Read and click Next again.
Vista , Win 7: There are two places that you can use the system restore feature from. From within Windows, you can just type restore into the Start menu search box, and you'll immediately see System Restore at the top of the start menu or you can type rstrui into the search box and hit enter. Your choice.
Watch it do it.