You dont have any graphics missing, its an autohide feature thats only available when you click OPT>second page>"CLEAN" option. There are 11 options on this screen that change the main menu from slightly to empty. Just choose a different one if you dont want it to autohide.
Do you have tinyxp installed on more than your carputer? Are both the machines you've tested this on useing tinyxp?
Post a screen shot of the audio player screen.
In your screenshot, those numbers on the bottom use the Webdings font. Double check that its on your system in ControlPanel>Fonts
With this new 2.0 version of the skin, the only new font is the lsxvoid.ttf, all the other fonts have been used in the skin for many, many months now.
in a few im going to make a special skin that will test out the fonts on your machine. This way i can narrow whatever your issue is down to either a problem with the skin or a problem with your setup.