Anyway, since I'm on Windows 7, I knew it couldn't go smoothly, and lo and behold I was right (Again!). The colors were all messed up.
Now if you're interested in fixing this there're two solutions:
1- Get Chaos Launcher and launch it in a window (Hate this, so Google it if you really wanna try it)
2- Create a batch file (right click anywhere in the SC:BW directory, new>text document, change open it, type the commands and save, then change extension from .txt to .bat) with these commands in it:
taskkill /f /IM explorer.exe
Basically what this does is kill explorer (windows file explorer, that is) and launches SC, so no desktop effects will affect it. Then launches explorer right back up as soon as you quit SC.
Hope it helps!