You can use any text editor such as notepad to write a .alx file that desktop manager will recognize to load the .cod files. It would look something like this:
<loader version="1.0">
<application id="Name of App">
<name>Name of App</name>
<description>Some Description</description>
<version>App Version</version>
<vendor>Vendor Name</vendor>
<copyright>Not needed but can be anything</copyright>
<fileset Java="1.0">
<files>
list of .cod file names that you would like to load. Each on a seperate line.
net_rim_theme_RKRW.cod

</files>
</fileset>
</application>
</loader>

when you save this file make sure you give it the .alx extension and save it to the same directory as your .cod files. Then desktop manager will recognize it and load the .cod files to your BB. It also gives you the option to remove these files at a later date also using desktop manager.