I have a feeling it will be difficult, at least because I used very standard hooks, so It’s possible that Theme My Login is doing something not in a standard way (the standard being what the wp-login.php page does). But hopefully I’m wrong now, and it’s easy. I’ll tell you something soon.
A few hours ago I published the new version (1.4.1) with support for TML. You only need to add one line in one file of TML, as explained in the FAQ. Tell me if it works for you. I only tested with basic configuration of TML.