Question about themes

I'm new to Android, and just wanted to be sure I'm clear on what a theme is before I start downloading and trying them out.

I have a great wallpaper on my phone which I like and want to keep. But if I download a theme will that do other things like change the native icons and maybe make the lock screen appear different? I think I'm really interested in changing the lock screen.

Advice/info/opinions are appreciated.

Thanks.

It WILL change your wallpaper, if it comes with one of course. Also, I dont think its possible to change the lock screen w/o rooting.

I saw a screenshot of a theme in which the lock screen was changed. What does "rooted" mean? (I'm new to Android... still learning everything).

I had a theme on my Blackberry Storm which changed the icons but let me have whatever wallpaper I wanted. Are there themes like that for Android?

This is the theme I found that lets you change the lock screen.
WidgetLocker - Android Themes, Android Mobile Wallpapers,Apps,Games Free Download

Here is a good read on rooting
http://www.droidforums.net/forum/droid-hacks/632-what-root-means-stop-asking.html ----not my title

If you use a launcher like adw there are themes available in the market that you don't have to be rooted to use. You can change your wallpaper whenever you want so you don't have to use the one that comes with some of the themes. You also have a choice whether to use the icons that come with the theme or the stock icons with adw.