Hello nesim yigit,
Thank you for writing.
The theme component functionality is not OS dependant and the described scenario should work on XP and Vista as well. You are the first customer who reports such an issue. Please, carefully check the Telerik references in your the project, clear and rebuild the project and close and reopen the design mode of the form.
Let me know if you still experience any difficulties
All the best,
Martin Vasilev
the Telerik team