the above message occurs when you try to select a new theme in "desktop/theme selector" in the gnome control-center for the first time and there is no file just like the message says. if you create an empty file the problem goes away.
*** Bug 14974 has been marked as a duplicate of this bug. ***
*** Bug 15082 has been marked as a duplicate of this bug. ***
Should be fixed now as of control-center-1.2.1-1