Well I remember a few things worked to fix this in the w810i. The first one would be to edit your customize.xml. The easiest way to do this would be to open up Notepad, name it customize_upgrade and save it as a .xml rather than a .txt. Inside it you would have:

<?xml version="1.0" encoding="UTF-8"?>
<customization>
<mmi>
<settings>
<default-theme>Da Vinci Code Theme.thm</default-theme>
<default-screen-saver>Da Vinci Code Scrn Svr.gif</default-screen-saver>
<enable-flash-desktop>true</enable-flash-desktop>
</settings>
</mmi>
<customization>

You would then upload customize_upgrade.xml to \tpa\preset\custom in your phone using like far or however else you choose to. then just restart your phone.

If that doesn't work, take a look in the folder that you are uploading the .swf menus to. If there is a file called something like about dissableing flash menus delete it! (Sorry I forget the file name, but it is really obvious of what I'm talking about if you have it and you see it. By the way thats what got mine to work)

The last possibility I can think of would be to double check inside the .thm itself that it calls upon the flash menu that you want it to