You might have to give some information about your network setup in the training center...

What server OS are you using?
Is a domain used?
Can you configure Group Policies on the server?
Do users log on to Local Computer accounts or Domain profiles?
Are the profiles roaming or stored locally?

You should be able to do Coffee first suggestion (edit GPolicy) on the server, and then this should propagate to all users' profiles.

Or you may be able to develop a windows script that makes the appropiate changes to your themes in the SYS_LOGON.bat script, located on the server.