when you edit a theme, a copy of the theme is created in the webassist/themes/temp_editing folder, when you save the changes, the contents of this folder are moved to the webassist/themes/<name of theme> folder.
if you do not save your changes, the temp_editing folder is left alone, and the next time you chose to edit ta theme, you will get the message saying that An Unsaved Theme Was Found.
it sounds like you are having a permissions problem on the themes folder, try changing the permissions on the theme folder to allow for read write and execute for all users.
when you edit, then save a theme, you have the option to enter a new name for the theme or to save it using the same name, this allows you to create different version of theme with slight variations.