You can always do it that hard way, using FUGU. It's a pretty complicated program as it "roots" the phone, and you just add the themes that you want. I would definitely read up on a couple tutorials before messing with it though.
Actually, I've found PhoneView to be the best app for transferring stuff between your Mac & iPhone. I've tried Fugu, CyberDuck, Flow, iPhone Explorer, and PhoneDisk, but I always come back to PhoneView.