LCDColourMPXFMSlim,
Ok if you want to change images within your firmware:
You need to first extract your firmware from your player using s1fwx.
Download
HERE
Guide
HERE
Then you can change the images using s1res
Download
HERE
Guide
HERE
Then reload your firmware to your player using MP3 Player Utilities Update Tool
Download
HERE
Guide
HERE
And you will find all sorts of theming resources
HERE
Different firmware have different image layouts so not all themes will be compatible with your firmware and may need to be edited to suit.
HERE is one I made for 1.5 LCD firmware with the dreaded Lotus Flower theme, if your player is 1.8 it is also available for that as well.
When you download some of these themes they also include the pre-modded firmware but it is risky loading them to your player while it is quite safe to edit your own and then reload it back to your player.
Some of the themes include screen sized animated gifs as previews which you can view on your player to get a better idea of how it will look.