Script and WP themes.

Hi. Whats calls up the cookie info? I just installed a FAQ script on my site and I added the header files and it all looks great. I use themes at my site, I have 3 and I use the theme switcher. Silent Flower is the defualt theme. I changed to the greenday theme and when i went to the FAQ script the theme reverted back to the defualt theme: Silent Flower. I’m guessing this is something to do with the cookies? Can anyone help?