Also, Winterboard lists themes by priority.
If you want to use "Theme X," for example, that includes icons, sliders, and lockscreen, but you want to use "ABC Sliders" in place of those from the bundled theme, list the two themes in Winterboard, in this order:
ABC Sliders
Theme X
If you want to mix elements from two themes though, and they both contain their own counterparts for those elements, you will need to beef up your iPhone-fu.