I'm using the ExNews theme, downlowded from here.
My website is http://www.blocoacores.org
I managed to change the banner already, but I can't figure out how can I take those "EMPTY CELL" away AND how can I change the text and the links of the buttons under the banner.

I'm not exactly a n00b. I have been interested in programming for some time, then I left it. Therefore, I already tried to edit theme.html. I changed the links and the text of the buttons, I erased the EMTPY CELL text, and saved it. Then checked the site and it was exactly the same. Nothing had changed. I checked back the code, and the code was ok, exactly how I wanted it.

What's the problem, and how can I solve it? Did anybody have this problem too?

Your theme files are cached. To see the changes go to Admin Menu - System Admin - Preferences - General Settings and set "Update module template .html files from themes/your theme/templates directory?" to Yes.

View the changes. Then go back in and change it back to no. It is a security risk to have it always enabled.

HTH.

Thank you very much. It's working now.
I wonder if this is clearly explained somewhere, because I just came here because I couldn't find the solution in the documentation.

It's on this Faq Page.