I totally want my icons on the desktop to be different on the zen theme. Could you help me move my icons up and down and hide icons (you can't can you?) on the Zen theme. I want to hide my Yahoo and blackberry mailboxes. I only use my combined one.

Someone said to hit alt + trackwheel like the other themes. But it does not work.

Do you mean you want to change what applications appear on the home screen? Or the look of the current ones?
If you mean change the order on the home sceen goto:
Options -> Home Screen -> Organize Applications -> Then change the order how you would by clicking alt+click wheel. the first five at the top of the list appear on the main screen.
Hope that helps.