Cause The (Modified) note appears when you change anything on the current XP theme. For example, if you change your wallpaper to something you want to see, the theme will appear as modified. This is because the theme has a specific list of settings but also allows you to edit and change those settings as you like so that XP looks the way you want.
The Pain Killer In this case, you don't need to do anything. The Modified listing is a normal occurrence when you change interface settings–nothing is wrong.
