Every once in a while, one or more of the theme files (they are .cptm files) get corrupt. When that happens, Captivate simply refuses to apply the themes and you’ll get the "Cannot apply…" error message shown in the first image above. While I cannot help you prevent corrupt theme files (if I find out what causes the corruption, I’ll be sure to share), I can show you how to replace the corrupt theme files with new files
First, with Captivate closed, go to Users > Public > Public Documents > Adobe > eLearning Assets > Layouts > 11_0. Copy the en_US folder and paste it in another location on your computer (this is going to be a backup copy of the en_US folder's contents, so I suggest giving it a name such as en_US_bk).