Don't know theem link may be it is theem related links / Niche .. Means if your site is Health Related then work on related to health sites like health related directories, profile links, blog's etc...
Yes as Meetali mentioned, theme links are just that, related to the business you have. Getting links from sites similar to yours are more advantageous than from other unrelated site (could harm actually) and help with your site's ranking in search results.
CMS (Like Wordpress or Joomla) theme builders circulate free themes and add a link at the bottom of it. I suppose the services you subscribe to... are replaced by your link instead. Such theme link building services may do BAD to your website as well. Since CMS users MAY edit the theme to suit entirely different context... and a linkback from such a website may harm you than doing any good.