What's wrong with falconfour's ultimae boot cd?

Question

Windows

I run F4UBCD from a USB flash drive to get access to MiniXP, but as soon as it boots up, it only shows me a blue screen, no, not a blue screen of death, but just a blue screen that is on the Windows desktop. For better understanding, I'm attaching pictures. I tried to click with RMB to somehow open the screen resolution settings. I clicked ctrl+alt+delete, nothing. Only the mouse is visible.