Once you've jailbroken your iphone you have to download open SSH from Cydia. There should be several threads about how to do that. I'm new to the whole thing myself.
Here is a Nightmare Before Christmas ringtone that I made to go with the theme on Cydia. It's not the best...it ends kind of suddenly, but i was in a bit of a hurry. If someone wants to clean it up, feel free to repost the improved version!
Just install a free program called "iPhone Explorer" for mac. You can view every root file in your iPhone/iPod touch. You can drag and drop themes by going to library<themes All winterboard themes are in there. You can delete them in there as well without having to go to cydia-manage.
This is a substitute for ssh. I think ssh is a little unsecured since you have to change the default password and a lot of people forget.