First of all, my apologies for not responding sooner, but I did not get my usual e-mail notification of a support post.
I'm not sure if you've read this information: "How do I change the Theme Options (Widgets, Sidebars, Menus, Background, Header, etc.) used for each Theme?" in the FAQs: http://wordpress.org/plugins/jonradio-multiple-themes/faq/
As it indicates, only Method #2 will work with Widgets, but it may not work as well with other Theme Options.
The WordPress Core was not created with Multiple Themes in mind, and each Theme Option functions differently, in terms of how it stores its options. The amount of work involved in trying to intercept and store every option setting in my plugin would be very large.
I have been advising people who use several different Theme Options for each Theme to seriously consider using multiple WordPress sites integrated so they appear as one web site. One Theme per site. Which eliminates the issues we are discussing here.