Why is the style not being applied?

I have the following program:

program Paker;

{$APPTYPE GUI}

uses
  Vcl.Forms, Classes, SysUtils, Vcl.StdCtrls;

var
    FForm : TForm;
    FModeComb : TComboBox;
    FBtn : TButton;

begin
    Application.Initialize;
    Application.CreateForm(TForm, FForm);

    FForm.BorderStyle := bsDialog;
    FForm.Caption := 'Choose a Mode:';
    FForm.Position := poDesktopCenter;
    FForm.OldCreateOrder := false;
    FForm.PixelsPerInch := 96;

    FModeComb := TComboBox.Create(nil);
    FModeComb.Parent := FForm;
    FModeComb.Left := 4;
    FModeComb.Top := 4;
    FModeComb.Width := 152;
    FModeComb.Style := csDropDownList;
    FModeComb.Items.Add('Encrypting resource files.');
    FModeComb.Items.Add('Mixing files into packages.');
    FModeComb.ItemIndex := 0;

    FBtn := TButton.Create(nil);
    FBtn.Parent := FForm;
    FBtn.Left := FModeComb.Width + 8;
    FBtn.Top := 4;
    FBtn.Width := 64;
    FBtn.Height := FModeComb.Height;
    FBtn.Caption := 'Go!';

    FForm.ClientHeight := FModeComb.Height + 4 + 4;
    FForm.ClientWidth := 12 + FModeComb.Width + FBtn.Width;

    Application.Run;

end.

The problem is that the components are showing the old look of the Delphis 7 and earlier. Am I leaving some configuration behind? Does anyone know how to enable the normal style of XE applications?