Apply any font of any color, size and font decoration you need. Use any available type, color and thickness of a menu's frame. Choose any color for submenus and items backgrounds. Specify various values for spacing and padding for the whole menu and for each separate submenu. Create separators using your own pictures, size and alignment.
To create your own theme, you should create the button image states first. It contains button image for each Normal/Hot state of the button, one-by-one, vertically. Button image states is a .bmp file like this one. Each button image state must have the same height. In the example below the button states image has size 50x150. It contains three button state images, 50x50 each.