should be able to go into options/advanced options/applications highlight the theme and select menu/delete
if you're running OS 5.0 it's options/applications, then highlight the theme and select menu/delete
once you've delete the theme it will prompt you to reset... go ahead and reset...
alternate method is plugging the BB into your PC via USB and running DM *(Desktop Manager) once Desktop Manager starts, run the application loader, once the apploader reads your device you will see a listing of everything that's on your device... scroll down to the theme you want to delete and uncheck it... then click next, your theme will be deleted...