This is how to get your 6.39 Custom Themes (CTF) working on 6.39 Custom Firmware (CFW). The new cxmb was released about a week ago and i apologize for the wait but here is your tutorial.
after downloading and extracting the files. you need to put the cxmb folder on the root of the PSP Memory Stick (MS) and also the seplugins folder on the PSP MS root as well. If you already have a CXMB folder on the MS root just replace the cxmb.prx with the one you have in the cxmb folder already. in the seplugins folder make sure you have the vsh.txt and that inside it reads "ms0:/cxmb/cxmb.prx 0" no quotes. and then just exit USB mode and go to the Recovery Menu and enable it and your done.
Note: Must be on CFW 3.71 or higher for this to work Must only use CTF's for the firmware your on.