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A better way to clone templates is to go to administration -> system -> templates and you'll see a button that will allow you to clone the default template set. You can then happily hack away at the cloned set as much as you like.
Best not to modify the default templates outside of the system. The idea is that they are not editable so that you can always 'fall back' onto the default set if you break your custom one fiddling around with it.
To actually use a custom template set, you need to set it as the default in admin -> system -> preferences -> general. While editing it you should also turn on 'check templates for modifications' in the same area otherwise you won't be able to see the changes that you are making.