I'm not sure if this is a module bug on Windows or just that during installation something weird happened in my case. So perhaps someone can double check another Windows install and let me know.
The Vivid Colors background was missing. I could use all the others just fine.
So I copied the background file from my Mac and all is good now.
BTW, if anyone knows if copying the background was a bad plan let me know. Seems to work fine though.