So I got Rockbox on the my Zip with this theme: http://themes.rockbox.org/index.php?themeid=1524&target=sansaclipzip
However the theme doesn't really look like that. I don't get album art and my radio looks nothing like that. Also for some reason now some of my songs won't play (so far the only ones that won't play are Muse songs...)
I designed that theme and it works fine as long as you've installed the theme correctly.
My best guess is that you haven't installed the font pack (the instructions do say "Font pack required"). Without the right fonts installed Rockbox will revert to displaying the default layout, with my custom background, so that would explain the radio layout not being right and possibly also explain the lack of album art.
The font pack can be downloaded from here ... http://download.rockbox.org/release/3.11.2/rockbox-fonts-3.11.2.zip ... download, unzip and save the fonts into .rockbox\fonts
You also need to make sure that your album art is in a Rockbox compatible format and the file is under 100Kb.
Further info about album art can be found here ... http://www.rockbox.org/wiki/AlbumArt
As for songs not playing ... are they in a Rockbox compatible format? ... the theme most certainly won't stop songs playing.