You can take any theme file and edit it to use any flash menu that you have uploaded into the phone.. it's not that you can use only one theme with one flash menu..
All you need to do is to rename the xxx.thm to xxx.tar and then extract all the files and then edit the theme.xml file and add the line
<Desktop_style Type="File" Source="xxx.swf"></Desktop_style>
right after the line
<Sony_Ericsson_theme version="4.1">
Now recompress them to .tar not .zip or .rar and finally rename the xxx.tar to xxx.thm and upload into the mem card and set it.