What version of VirtualBox are u running? I use 3.2 OSE here, and never had any problemns with GTK theme (i use a customized one, so i would have noticed).
By the way... if youre using VirtualBox to host a Windows XP guest, why not installl the guest package? Its an ISO you can download and install inside the Windows XP guest. VirtualBox itself offers to install it for you. It would allow you to run MUCH better, have more features, including seamless mode. And in seamless the GTK theme would be irrelevant...
Thats weird. I use exatcly the same version and build as you (3.2.8_OSE r64453), and Im also running XP. I use a customized GTK Theme (from Linux Mint 10), and have updated kernel like 5 times in the last 6 months. Check:
Question: does it only happen in VirtualBox? No other software/window ever loses theme? So when this happen, you actually Virtualbox with one theme and other windows with another theme, at the same time? Could you please provide another screenshot showing 2 windows (virtualbox and something else) displaying the diferent themes a the same time?