Sure. A theme is nothing more than your iPod (or actually WinterBoard) saying, "Hey, here's a folder full of stuff. Whenever there's something in this folder I normally use, I'll use what's in this theme folder instead of the regular stuff." So, open up any theme you download, delete the icons inside you don't want to use, and that's.
Inside the theme folder there is a folder named Icons. Look inside of that.
If you have a file with the extension .theme, at least on the Mac, Hold down the Control key and hold down the mouse pointer over the theme file. A window will pop up and you need to select Show Contents. This will show you all of the folders in the theme.