I have a WPF application with a theme (ShinyRed.xaml) and I want to have a button that when clicked changes the theme to ShinyBlue.xaml
I load in the theme initially
Here is an article that will walk you through it:
http://svetoslavsavov.blogspot.com/2009/07/switching-wpf-interface-themes-at.html
Basically you need to remove the "old" theme from the resource dictionary and then merge in the new one. The above article shows you how to make this change very simple.