Welcome to Seven Forums OrangeOtaku. You marked this thread solved, so might not get many replies

You should have an option to Unsolve it.
Generally speaking, using a custom theme should be no issue, it is recommended to have a System Image backup (a good idea always, regardless of custom themes). There are methods in Windows, via free programs, and paid programs (I use Acronis True Image myself). It may not be needed, but will insure you are ready should you have any issues.
http://www.sevenforums.com/tutorials/663-backup-complete-computer-create-image-backup.html
http://www.sevenforums.com/tutorials/73828-imaging-free-macrium.html
There are also free versions of Acronis if you have a Western Digital HDD
WD Support
Or Seagate
DiscWizard | Seagate
That said, patching and using 3rd party themes is generally very straight forward (I use the Universal Theme Patcher myself)
http://www.sevenforums.com/tutorials/28377-theme-how-apply-custom-themes.html
http://www.sevenforums.com/tutorials/34579-enabling-custom-themes-windows-7-a.html
People can have issues in installing "extras" such as explorer.exe and ieframe.dll, but most also have no issues doing that. There are also resource changing programs to make it easier, and some themes use 7tsp (Seven Theme Source Patcher), which customize everything.
Overall, I'd say the "risk" is very low. You can usually "undo" anything by running the System File Checker if needed
http://www.sevenforums.com/tutorials/1538-sfc-scannow-command-system-file-checker.html
It will restore the original Windows files.
I personally have many custom themes, and have modified a lot of small things over time. It's fun, and looks great
A Guy