" but the start menu doesn't show at all"
What start menu? Do you mean the popup menu on the desktop in this screen shot? http://www.litestep.net/upload/themes/Azul_OTS_2_327-285.png

Also there is some issues with tat theme: http://www.litestep.net/index.php?section=2&action=details&id=285

Get this theme (it will run perfect): http://www.litestep.net/index.php?section=2&action=details&id=983