if you use activesync explorer you can look around the device, yes some of it is read only but that doesn't mean you cannot copy it, and learn from it.
if you have your own images or home screens then put them in the IPSMApplication DataHome folder.
home screens are named xxx.home.xml, xxx is whatever you want (the name as appears on the phone is defined inside the xml)
colour schemes are named xxx.scheme.xml.
The ones in the main windows dir will always be listed along with any others in the home folder, i dunno which takes priority though.