Try right clicking the start button
If it doesn't say classic shell at the top, then classic shell isnt starting with windows
If this is the case, go to the install folder, and start classic shell settings manually, search for 'Start automatically for this user'
If it does say classic shell, then it is started, but your shortcut is re-directing you to the start menu;
If this is the case; check show all settings, and go to the controls tab. From there you can define what opens what.
If this still doesnt solve your problem, feel free to continue this thread