i follow nettalk document for try to add my own Mobile Theme :
Add a Mobile Theme using Themeroller Mobile
This section describes the steps for creating, and using, a mobile theme using ThemeRoller Mobile. If you want to create a desktop theme, check out the section Add a Theme using ThemeRoller.
Themeroller Mobile is an online tool that allows you to download standard jQuery mobile themes, or to download a theme you have created.
Start by going to the Mobile Themeroller web page -
http://jquerymobile.com/themeroller/Edit the theme to create the look you are after.
Once you have completed the theme to your satisfaction, click on the Download button.
The download dialog will appear, prompting you for a theme name, and once that is entered you can click on the Download Zip button.
Once the Zip file has been downloaded, open it with Windows Explorer and navigate inside it into the Themes folder. Inside this file you will find 2 css files, yourtheme.css and yourtheme.min.css. You can use either one, the min one is harder to edit by hand, but is smaller (so is recommended.)
Copy this css file into your theme folder (\themes\whatever) as jquery.mobile.theme.css
Manually run the Gzipall.Bat file which is in your application folder.
but don't work, somebody have a real example ?