I am not sure if I understood you problem correctly, but usually the Themes are .sis files so what you could do is use Nokia Phone Browser (http://www.nokia.com/nokia/0,,54692,00.html) and just copy the files to PC. For example I have stored my Themes into "Others" folder in MMC. There is an application (somewhere in main menu) manager, which you could use to figure out e.g. the name of your current theme if you have installed it by yourself. Then use File Manager to find it from the device.
You may also use Nokia Content Copier and take the Full Back Up and MMC Back Up. This way at least you'll back them up.
I believe you don't have to worry about default themes since they appear to be part of the Nokia 7610 sw package.