What OS, browser, and device (PC, MAC, iPad etc) are you using? Don't expect detailed answers when you don't provide any details yourself. BTW in this case what type of theme file/picture are you using - jpg, gif or what? How many pixels is it ie 200x200 or what?
See if anything in my blog helps (different browser might help) and if not contact the staff directly via Help & Support.
http://blog.chess.com/NimzoRoy/diagnosing-and-fixing-internet-problems
I have been trying to create a theme with a picture in the backgroup but it won't work. I click save, and the picture doesn't show up in the background, and when I leave the page, every single time the theme was deleted. What is going on