U can easily get the .nfl files from the preinstalled themes.
First go to music player-> then go to options-> download > go to address. Then type the following code
file:///C:/predefgallery/predefthemes/'name of theme'.nth
Then the theme would be downloaded to memory card. Tranfer the theme computer via usb or bluetooth. Open the nth file using winrar. There will be three nfl files,which can be copied to the computer and can be used to apply them to other theme!