For the new .16 beta version to change the themes simply hold down the button called Phone and an options menu will appear. Simply click on themes and you can switch btwn black and white or add themes from this forum:
http://pocketcm.com/phorum/list.php?8,page=1
There's also a close button there which works.
In the 0.15 latest normal version if you hold in the phone button, go to options then unselect full screen. The X button now works normally for me. Also, I can select at least my default theme here as in the beta.