I am having the same problem with DM 126.96.36.199. It says that the Themes database did not backup. It backed up fine using 188.8.131.52. I think that its a bug.
I reinstalled the software on my phone after doing a backup. It then backuped up with no errors. Here are the steps I used:
1. Back up your phone AND 3rd party apps
2. Download AND install 184.108.40.206 to PC
3. Download hybrid.
4. Double click on hybrid and follow instructions to install hybrid onto the OS
5. Wipe phone with BBSAK (phone will reboot and show Reload Software 507)
6. Open c/program files/common files/research in motion/app loader, scroll to the bottom and delete vendor.xml file.
7. Scroll back to top and double click on Loader.exe (big phone icon)
8. Wait until it's complete, do a battery pull
9. Do a security wipe. On BB go options>security options>general settings> click bb key> wipe handheld. This get rid of traces of corrupted files.
10. Restore phone thru DM and 3rd party apps.
11. Do 3 60-second battery pulls (pull battery, wait 60 seconds, replace battery, wait for it to boot up, repeat process 3 times.)