On the home screen, hover over the icon you want to move, press the menu key (BB logo to the left of trackball), select 'Move Icon', scroll it around, Press menu key again and click 'Complete Move' - The first 5 icons on the screen will be the 5 displayed on the front page of the Zen theme. You can also click the menu key and select 'Hide Icon' (you can access the app later by clicking the menu key and hitting SHOW ALL)
If you go to BlackBerry you can download the desktop manager software, I'm sure one of my fellow CrackHeads will post the direct link.
Just make sure that any software you download is for the 4.2 OS all software lists the OS that it is compatible with.
The CD gives you the desktop manager and that is for all Operating systems so just download the latest version.
To move your icons to the home screen they need to be the top five, highlight the one you want to move, hit the menu key, select move application then using your trackball move it to the top row. Repeat until you have all the ones you want tin the top row.