In fact, I am not still 100% sure how this should work.
The very simple possibility, one that I plan to implement as the first quick fix, is to detect the theme name and then use internal U++ theme that matches it (or loosely matches it:). Ugly but simple.
Of course, I think that in some advanced phase, it should be also possible to use GTK and/or KDE theming engines. But it seems like quite complicated bussines right now.