SharePoint 2010 monitors changes of themes. So, when a preinstalled theme is modified, a new theme called Custom is created automatically after the theme changes have been applied.
There can only be one Custom theme for a site. SharePoint Server 2010 does not provide a way to save themes within the user interface. If you modify a preinstalled theme, apply the changes (thereby creating a new theme called Custom), and then modify a second preinstalled theme, the second preinstalled theme becomes the Custom theme when the settings are applied.
To have multiple custom themes, you must create and upload your own custom themes to the theme gallery for the site collection.