When you say the demo works great do you mean the downloadable binary, or did you get the demo running from the code itself?
The Nuclex GUI has been customized in the QuickStart Engine, those customizations exist within the .dll.
When you compile the game a copy of the .dll is made from the 3rdPartyLibraries directory to either the Windows\Debug or Windows\Release folder, depending on your current build configuration.
One thing I've run into in the past with downloaded .dlls is that Windows will block them until you manually unblock them. I recommend deleting your Debug and Release folders, then go into the 3rdPartyLibraries folder and right click on each .dll, go to
Properties, and see if they say Unblock near the bottom of the properties window.
Here's an example picture of what that window might look like (that I found by googling it): http://www.izenda.com/Site/KB/Uploads/Images/unblock.PNG
The engine download itself should be working, I know others have downloaded it and go it working, so my best bet it the .dlls being blocked. I ran into the same issue when I first implemented Nuclex into the engine, the .dlls from their download were blocked
by Windows on my machine.
Hope that helps, if not just let me know.