When you update HTC Sense Home, it should install for you a new app called Themes.
Look it up in your apps drawer. Now open it.
Tap the ( + ) icon from the top right corner. It will allow you to create your own theme.
Choose a wallpaper for the home screen. Now tap Next, it will make theme from the wallpaper.
Tap Edit, open Other wallpapers, scroll to the right ( All Apps ) that's the drawer wallpaper. Tap Change wallpaper, and select the one you want.
Now go back by tapping on Other wallpapers from the top. See if you want to change anything else.
My advice, select the default HTC icons, just open Icons and select HTC default they are at the top.
When you are done, tap Preview, look at the final preview. If you like what you see, tap Finish.