Welcome to CB! Their should be an icon on your screen that is for Options that looks like the attached pic. Go to Options > Themes and you can choose the zen theme there.
welcome to cb. hope you found your solution. the best way is to go into each and every option in your bb when you purchase it. helps you to learn the phone and software and speeds up navigation.
when i got my curve, i explored every possible option. Twice. in a week. yeah kinda extreme i know ...