That is normal, some uploaders only upload the SWF and you choose a theme and then customize it so it uses that flash menu.
Many tutoirals shows you how to create it:
Tutorial | W850i Flash Themes Guide Cid/49/51/51/53 - SE-NSE Forums
Then you can unplug your phone and the flash themes are on your phone.
But this is no good as you are not using them with anything so these tutorials will tell you how to make them work with any flash theme you have put on your phone. ( Note:I did not make this).Thanks uroszg!
Flash Tutorial
Attached File themeflash.zip ( 1.3MB ) Number of downloads: 2826