Changing themes on Windows Mobile is not easy, it involves replacing many of the Manila files in the HTC TouchFLO/Sense interface. If you browse around the Themes subforum, you will find some theme CABs or other methods to replace parts of the themes (icons, sliders, etc.). Or you can find custom ROMs which have a theme (or variety of themes) to your liking. But flashing a custom ROM is a whole other discussion . . .
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Phone: HTC One X (AT&T version) Rooted, Bootloader Unlocked, S-Off
Tablet: Samsung Galaxy Note 8 (WiFi only) Rooted