Thank you for writing.
To make the theme work with your custom control you have to override the ThemeClassName property. In the case of the RadTreeView your code should look like the following code snippet:
This is the only thing you should do to make the theme work for your control.
I hope this will help. Should you have further questions, I would be glad to assist you further.
the Telerik team
Q2’11 SP1 of RadControls for WinForms is available for download (see what's new); also available is the Q3'11 Roadmap for Telerik Windows Forms controls.