This might sound odd, but my suggestion is you delete the LW preferences folder whilst LW is closed. Next time you open LW you will be asked setup questions again, but this will force LW to create a 'fresh' LW preferences folder. LW MUST be closed at the time you remove & delete the LW preferences folder. It just seems odd you never had a themes folder. Something was obviously wrong. Sample image:
http://www.gnutellaforums.com/window...tml#post183932
If possible, back up your skins first before you delete this folder. After the LW prefs folder is recreated .. add the skins back, then close & re-open LW.
Something else you can try, right-click the LW shortcut on desktop & choose
Run as Administrator. Hopefully this might help to solve some issues.