first make the csm using the run first of the theme you want
then load thememii with the next mym and when asked for the base app point it to the csm
(you can rename the csm to .app to make it show or in the dialog box put a * then hit enter to make it shaw all files so you can select the csm)
and so on
if you set the standard system menu in options you need to unclick it so thememii will ask you for the base app