Yes its normal. Next thing you will do is to pick a theme in .swf format put it in your Phone Memory "My Folder" Folder. Should be in correct filename (Idle_Keylock.swf and Idle_Keylock.swf). Please try the one I have attached.
Connect phone to PC in mass storage and put the two files (Idle_Keylock.swf and Idle_Keylock.swf) in Phone Memory>My Folder then restart your clubby