There is a bug in current version of AWN (Avant Window Navigator 0.3.1), theme manager is broken. After some time I found out that there is a very simple solution for this problem.
AWN doesn’t make permissions for config folder like it should, owner is root instead of you (the rightful owner). Quick fix is:
sudo chown -R $USER:$USER /home/$USER/.config/awn
I am sure this will be fixed very soon, till then have fun.