No you just install themes from a USB stick or external HDD
Creating or downloading a theme on a PC
When you download a theme from a Web site or create a theme using a PC, make a new folder named [PS3] - [THEME] on the storage media, and then store the theme in this folder. Theme files must be saved with the extension [.P3T].
To install the theme on the PS3™ system's hard disk, connect the storage media that contains the theme file to the system, and then select
> (Theme Settings) > [Theme] > [Install].