The Appearance is the only CP that I know of involved in themes.
Preferences: Desktop Pattern Prefs, Desktop Pictures Prefs
May be involved: Mac OS Preferences, Finder Preferences, Display Preferences
To catch them all for sure, use List View of your Preferences folder. Open the Appearance CP and change everything. Apply the changes, close the CP, and see which prefs have a newer modification time.
The problem may be the Finder and/or Appearance CP running low on memory. The cool themes take more RAM. Increase the Appearance CP and Finder memory allocation. You can do this directly on the Appearance CP. To increase the Finder allocation, boot from a different disk so the Finder you work on will not be running. Use ResEdit. Change the Finder to an application. Then change the memory setting. Change the Finder back to the original filetype. Reboot.
I increased both and have had no problems with themes.
[This message has been edited by reader50 (edited 10-31-2000).]