I have figured out that AvalonDock loads different theme depending on different windows color scheme. For example if I am using windows server 2003 with classic theme then it looks for 'Xceed.Wpf.AvalonDock.classic.dll'. If I am using windows 7 then it looks for 'Xceed.Wpf.AvalonDock.Aero.dll'. And for windows 8 it looks for 'Xceed.Wpf.AvalonDock.Aero2.dll'
I need to add all themes to my application folder so that it works on different version of Windows. I don't want this. I want only one theme dll in application directory. I set Theme of DockingManager to some theme (Aero), but still AvalonDock tries to load classic dll which is not present in application folder.