On everypage I go to I set the theme to "default" which is rainy day or I choose rainy day. I go back to the pages I changed and they all are "fruity", no matter how many time I change it. Am I doing something wrong?
Thanks.
Clear your browser cache. It's expected behaviour that you see a cached version of a page when using the back button of your browser.
The theme does not change for each page, just for your site as a whole. Post a link.