Well, the .cpp extension is for a C++ source file. Not really sure what the file is for cause I don't use StyleXP much. Might try uninstalling, redownloading, and then reinstalling.
One possible suggestion I could make would be to uninstall StyleXP and hex edit your own uxtheme.dll file instead. I know it sounds kinda risky, but this way you can use differnet themes without having to have third party software installed (even tho StyleXP makes changing themes a lot easier). I noticed that the website for StyleXP had a cracked uxtheme.dll file you could download that might work. If not, you can go check the guys at driverheaven.net for the hex editing details. (I believe you can do a search in uxtheme.dll with a hex editor and change 81 EC 80 00 00 00 56 57 to 33 F6 8B C5 C9 C2 08 00. Credit for this find goes to some guy at driverheaven I believe.) I'm not sure if this works for every version of uxtheme.dll or not, so make sure you backup the file incase it doesn't work.