Did you install the theme via SSH directly from ame235.com?it's a slightly newer version than the one on Cydia...
Check the links in this post. Good luck!
Hmm...pretty sure that's how I did it. Just to be sure, I get there this way: Settings>Lockinfo>Plugins>235_Teehanlax Theme>Enable. (Also made sure it was up near the top of the Plugin Order list.)
Hopefully that will help. Are you using the Lockinfo version I linked to? The only other difference is that I use iPhoneBrowser instead of Winscp...don't think that should matter, though...