What do you mean disappears? I am sure you know that, when you apply the soundpackager theme, It will only change Windows sound Scheme. And these sounds only play out when you interact with Windows, such as clicking on Max/Min/Restore/Close buttons. or Menu bars etc etc. Its all pending on what sound you set in Soundpackager theme. Some of the theme does not have sound set for certain Windows task. For example in "Stardock 2008" Sound scheme there are no sounds set for those maximize, minimize and open. But you can always add your own sound by clicking on those "+" buttons and select sound from your own library. So I am assuming that when it disappears you mean that the sound not playing? or was I misunderstood you.
But if you mean SoundPackager disappears from taskbar when closed. Yes once it done changing your sound setting. It will disappeared when you closed it. If you need to make any changers. You need to open SoundPackager again. But once the sound applied. The sound should play when you interact with windows according to the theme you set. It will never change until you change it again using the SoundPackager or there is some other program change it for you.

Thank you,
Basj,
Stardock Community Assistant