It's probably because the themes you are putting on Winterboard aren't 4.2.1 ready. Check this thread on Macthemes,
http://macthemes.net/forum/viewtopic.php?id=16804453&p=56, it's lengthy but browse the thread because it'll help you on where the files are located and how they are named.
Also, download an app from Cydia called "App Info." This app will help you theme your icons easier because it will show you how they're name and what the folders are name when you put them on Theme/Bunldes.
ok, thanks man. will do, and i'll see if this can work again.