Still havn't found theme.html?

First you need to work out what theme you're using
Go to admin menu --> preferences --> System --> General settings, then about half way down the page, it has deault theme.

Remember the name of the theme sated here.

Now go (in a FTP program) to yoursite.com/themes/<themename/>/theme.html

That is the file you need to edit.

Edit it and upload it and your site should change!

Sorry, just understood the Xthemes bit.
Muppet.