==>system_
===> themes
====> theme01
====> theme02
====> theme03
It goes like that now when you download themes you may only get like
The pics and icons
now Right Click and New Folder
Since you have ex. theme 01 and theme 02 ETC.
You would see something like this
In your system folder
Your new folder name must be after them like Theme 03 now next theme
must be Theme 04 they must be in one folder
P.S. It must only have 12 theme folders in MAX
To find great theme for you R4 this maybe the Best Site
CLICK ME
Enjoy to change themes on your DS in the menu