CMXB Theme changer is the safest.Put CMXB in root of MS,go into recovery,enable the plug-in & then put your .ctf themes in PSP/Themes folder.Pick the one you want in XMB/system/theme settings & your good to go.
Here is CMXB
http://www.consolespot.net/forums/ps...selection.html
Here are .ctf themes
PSP Themes Releases - Console Spot Forums - PSP DS PS3 Xbox 360 Wii XMB