Object Dock Plus is version 1.90a (Build 538u).
I tried downloading and using the
Wikipedia search icon. The download works, I get two png files (as far as I can see of the same dimension as the stock icons) in the library under /images or /assorteddownloads. I open the properties of my search shortcut, 'choose custom image', select them, 'ok'. The default icon remains.
The same procedure, when the icons are placed in the OD application folder, works and I get the Wiki icons.
For the themes:
I tried several, Aero metal, Aerial, etc. Basically none work. They get unpacked in the /themes folder of the library, but OD only lists them as blank entries in the themes list that do nothing when applied. My guess is if I get the icons to work, the themes will work as well. But icons are easier to test.

I'm on an admin-user account (not Administrator) running German Vista HP (no SP1 so far).
Starting OD as admin didn't help, in fact, it had the effect that I couldn't drag shortcuts from my desktop to the dock anymore.
Giving 'everybody' read access to the library didn't help.
Changing ownership of the library folder from 'Administrator' to
didn't help.
That's all that I tried so far. 
Skins for WindowsBlinds work, but they seem to be stored on a different path anyway.