The Clear skin is not a built-in one and is not supported. The most likely reason for an issue is that you are using the Lightweight RenderMode of the RadWindow while it was done when only Classic mode was available.
I just tried it in this sample app and it seems to work fine for me: http://demos.telerik.com/aspnet-ajax/carrental/. You can download the sample app's source to get the original files in case a later modification has broken this.
You can also start from this help article in order to build your own custom skin and then use the desired images: http://www.telerik.com/help/aspnet-ajax/window-appearance-css-classes-usage.html.
An alternative is to start with the Visual Style Builder tool to get most of the files for the custom skin ready and then simply replace the loading sign: http://www.telerik.com/help/aspnet-ajax/introduction-stylebuilder-overview.html.
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