Did you download, unzip, and run your luna theme from "my documents"? If so then all would be fine unless you delete that folder from your documents. In which case Windows will revert back to "classic" on your next pc restart. There is a read me file that comes with that download that reads as follows.copy this Royale folder.
paste into your themes folder (for example: c:\windows\resources\themes)
double click the luna.msstyles
OR simply double click luna.msstyles
I'm sure that this is what you did as I have made that very mistake once. So If that is the case you will have to unzip the download again and install the folder according to the read me instructions or simply do not delete the folder from "my Documents".
Hopefully that solves your problem. I would still follow the recommendation given above to scan your pc however.