I was using rock on my iPod recently and I downloaded a theme and rock crashed. The theme appeared in winterboard, so i tried to use it and I got the sad iphone screen. DON'T USE ROCKAPP!
It was the worst iphone theme or something like that, i can't exactly remember the name. The description was, Are you tired of having really cool themes? Well download this to get a terrible theme! I uninstalled it and it still was giving me the sad iphone screen after that.
But if I deleted it and it still came up with the sad iPhone after restarting my iPod, I don't think that a theme can effect it. I mean, a theme is just a bunch of pictures in folders.