You must create an account Zedge and OwnSkin to use their theme creator. Also, remember to select the correct model of your handset. If your phone is not in the list, you may want to find another phone model similar to yours. When my Nokia 2323 is not in the list, I always search a similar model that has the same screen resolution and software. That has always worked for me and to my sister's Nokia X3.
I always create my theme on googagmobile.com because I find it easy to use and has a pre-existing library that you can choose from. I have not found the time to try Zedge and OwnSkin. I select Nokia 2600 Classic as the phone model and then mix and match items from the library with my own upload.