No this is not normal. Something on your PC like an antivirus may be blocking Classic Shell. You can make a backup of your Settings by exporting them to XML. Then use the Classic Shell Utility to completely remove it:
http://www.mediafire.com/download/3uker ... tility.exeFinally reinstall the latest version again. Also, make sure "Start automatically for this user" option is enabled on the "General Behavior" tab of Classic Start Menu Settings.
At startup, ClassicStartMenu.exe must be running. If it isn't you can copy-paste a shortcut to C:\Program Files\Classic Shell\ClassicStartMenu.exe in your Startup folder at C:\Users\<Your user name>\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\Startup