It may be just a workstation and the O/S is not part of it, but is on a central server. If that's the case, any changes would have to carried out from there.
There's a workstation here in the office that when you opt to change the display (i.e. you right click the desktop, but it happens if you click on Display in Control Panel too), the only tabs that appear are "Screen Saver" and "Settings".
There is no option for "Themes", "Desktop", or "Appearance". I have not seen this on any other workstation. The OS is Win XP Pro SP2
Any thoughts on this?