the_game99, Changing themes can be a little time consuming but not to hard. The important thing is that the images of your new theme need to be the same in size and layout as your firmware espacially your menu images. Some players use a single image, others use 3 images I have even seen some firmware that uses up to 6 different images to create a menu item. Not all are them can use the iPod themes as there configuration does not suit.
"doon has posted some info on editing images to suit your firmware
HERE
If you get a chance upload your firmware to site and let me know I will download it and check it out for you. When you upload it make sure you include as much detail about your player as you can.