Theme files (.thmx) for SharePoint only allow you to do so much - edit the fonts and basic colours of major elements like titles, headings, borders etc.
If you want to go further (e.g. change the background colour of the ribbon), you have to get a bit more advanced, using SharePoint Designer 2010.
One way to proceed is this: once you have applied your theme, open up SharePoint designer, and navigate to the theme folder (something like _catalogs/themes I think). Find the right CSS file (most of the CSS you will want to edit is in the one with CORE in the name), and edit the CSS to change the background ribbon colour. The tricky bit is figuring out which CSS element to edit - there are tons of them.
To help, I use FireFox with the Web Developer Toolbar extension, or Chrome, to help me find out what CSS elements are controlling elements on the page.
Another way to do this is to write your own CSS file, and go to site settings -> master page, and specify that file as the 'alternate CSS file', which will override all other CSS.