- What programm do i need to make them?
Plazmic Theme Builder. Found here: Plazmic
- Is there any site with tips on how to make them, or the steps that i need to follow?
Here: BlackBerry - BlackBerry | Wireless Handheld Devices, Software & Services from Research In Motion (RIM)
- At any moment do i need to connect my blackberry to the desktop manager? (Because i can't connect my BB to the DM, it doesn't read it)
You do not have to connect the device to build themes, though it is very helpful when troubleshooting. Otherwise you can export the .JAD version and upload to a webserver for OTA (over the air) installation.