Hit ctrl + t
Select the theme your using. This will open it in SCDP and you will then be able to save it.

OK, for anyone else who has been looking for information, I will put all the instructions given to me by all these clever people together as a step to step guide.
Please note that I have the Swiss-German versions of Windows so I may have translated the names of the folders wrong. Use your common sense :-)

1. Install Shopping Cart on your new PC. Don't start it up yet.
2. Put a USB stick into your "old" PC or laptop.
3. On your old PC, open your shop, click on File... Save Shop As (not just Save As).. and give the file a distinctive name, different from its current name (add the date or something). Save
it to the USB stick.
4. On your old PC, find your theme - on my XP it was under
C:\Documents and Settings\ [name]\My Files\Coffee Cup Software\Shopping Cart\Themes\My Theme\[my theme name].scf
If it's not there, do a search on your old PC for the folder
Shopping Cart\Themes\ or search for it as *.scf
5. When you've found your theme, right-click and use "Send To".. to copy it to the stick.
6. Go to your new PC with the stick (don't use it yet) and think about where you want to put your shop - e.g. in a folder of its own, or under one of the My.... folders. In my case, I made a new folder all on its own and named it
Danes_Shopping_Cart_Pro.
7. Once the folder is made, insert the USB stick and copy the Shop copy you made in (3) above to that folder on your new PC.
8. Now you need to find where the \Themes\ folder is on the new PC - I thought it would be under "My Files" but for some reason it is refusing me access. I finally found it in the Shopping Cart Pro folder under "My Documents".
9. Copy the .scf file you copied in (5) above to the My Themes on the new PC.
10. Start up Shopping Cart and Use the Open Shop icon to open your shop using the folder you saved everything to in (6). With luck you should see all your items and settings etc.
11. Click CTRL t and select My Theme, then the theme you want to use.
12. Click Save Shop to update everything.
Done !

Thanks for sharing! I will give this a go tonight.