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CXMB should only be one plugin, and make sure it's the 6.x version, not an older 5.x version.
Download a custom theme file and put it in the themes folder on your memory stick, then go to your PSP's theme settings and choose it.

Got it to work thanks RydianOh, you need the cxmb plugin then. The whole "VSH plugin" is the category[/b] of plugins. VSH being the main/home menu mode.
http://wololo.net/talk/viewtopic.php?p=93673#p93673
There's CXMB for firmwares up to 6.60