It looks like your 'capture mode' input needs to be set to 'color'.
from the help file:
General: Depth Video is Sent when Capture Mode is 'Color'
If you set the 'capture mode' to color and also enable 'body tracking' or 'skeleton tracking', then the depth map will be sent to the output. To perform body or skeleton tracking, OpenNI Tracker must enable the depth sensor on your camera. In this case, it is sent to the depth video output even though the 'capture mode' says 'color'.