If nothing else works, you could always use injektor to change the built in skin to something of your choice, but you will only be able to have 1 skin at a time and whenever you want to change it you have to change your firmware.
Not to promote my themes but to make sure that the naming is correct, you could try downloading one of my themes which contains all the folders correctly named.
Here you can find my themes:
http://www.ndsthemes.com/index.php?p=browse&user=662f86c126
Direct download link to one of the theme packages:
http://files.bitbank.se/ds_like_calendar_azure.zip
Just copy the themes folder in the zip file into your _system_ folder, overwriting any existing one.
Pressing the select button should change the month of the calendar on the top screen.
Please let me know how it works.
Cheers
Martin