you can look on this site or go to a site like
console spot and download a theme there, make sure the theme is made for your firmware or you will brick. once youve found one you need to flash it to your psp, to do this go to the recovery menu (turn off, turn on holding "r") and go to the advanced menu, from there click flash 0 and connect your psp to your PC, then it should show up with a few folder, delete the "Dic" folder, BACK UP YOUR FLASH 0 then just drag and drop the theme over.
im guessing your on a custom firmware