Sidenote: ObjectDock Plus and MyColors themes work fine together, no problem, and the Vector Black background looks pretty good with Harley 
Ah. Since it's not your pc, the first thing I'd do is go into MyColors, apply the standard Windows desktop, and see if the icons show then. (I'm still not clear on which icons we're talking about - the sytray on the right next to the clock, the quick launch icons, or the application buttons across the middle.) Maybe he's just accidently changed a standard Windows setting that needs to be re-set by right clicking on the taskbar.
Also, I see it's XPPro. On the MyColors site I see that only 32 bit is supported on XP, so if the Pro is 64-bit that could be a problem.