I think you are having hte same problem I am in that when a logon is saved, it is not performing a "Make" operation to create a .logonxp file. So all you have is the bitmaps, a ufile.txt and a theme.ini
Somehow all of these need to be added to one compressed file called "themename.logonxp" this file will be the one you will need to pick to add a theme to logon studio.