You can do it with Total commander, for example take avenue.thm 2xclick on it then mark xml file, in my case theme.xml and press f4 edit, select Yes, and notepad will open that xml for edit. It looks like this:
<?xml version="1.0"?>
<!-- Created with Sony Ericsson Themes Creator -->
<Sony_Ericsson_theme version="4.0">
<Author_firstname value="PoLiTiX"/>
<Background Color="0xffffff"/>
<Background_image Source="background-image.png"/>
<Calendar_weekview_markings Color="0x0091f1"/>
<Desktop Color="0xffffff"/>
<Desktop_higlight_image Source="Desktop-highlight.png"/>
<Desktop_image Source="Desktop.png"/>
<Desktop_title_text Color="0x006291"/>
<Highlight_text Color="0xffffff"/>
...

Now copy next line
<Desktop_style Type="File" Source="equalizer.swf"/>
and paste it below line sony ericsson themes creator like this:

<?xml version="1.0"?>
<!-- Created with Sony Ericsson Themes Creator -->
<Sony_Ericsson_theme version="4.0">
<Desktop_style Type="File" Source="equalizer.swf"/>
<Author_firstname value="PoLiTiX"/>
<Background Color="0xffffff"/>
<Background_image Source="background-image.png"/>
<Calendar_weekview_markings Color="0x0091f1"/>
<Desktop Color="0xffffff"/>
<Desktop_higlight_image Source="Desktop-highlight.png"/>
<Desktop_image Source="Desktop.png"/>
<Desktop_title_text Color="0x006291"/>
<Highlight_text Color="0xffffff"/>
...

Close notepad, select Yes to save changes, and then Yes again
Now your avenue theme is attached with equalizer flash menu, if you have avenue flash menu (or any other) installed in your phone then your desktop style type should be this
<Desktop_style Type="File" Source="avenue.swf"/>
or
<Desktop_style Type="File" Source="clubpulse.swf"/>
etc.