You need Thumbgen (TG) templates for the theme you choose to use. Usually the person that wrote the theme (Themer) will provide a seperate .zip file containing the TG templates for his theme. Also remember some of the themes won’t work PROPERLY with FW 3.01.19 but will work with a little tweaking here and there. There are issues with the PROPER display of .png pictures. There is info about all this on the forum in the WD-TV-Live-Hub-Themes portion of this forum. The search box is your best friend.
This thread might help get you started or make you just want to give up