Actually, there might be another way. Try this, rename the Digdug theme to Default.zip in your Media/MAME folder. This will be the only theme in the folder. Now, every rom should use the Digdug theme. You might need to make some changes to the theme.xml in the Default.zip if it doesn't look right. You can also use a tool called hypertheme to edit or create themes.
Just to touch on things a little bit more - There is typically a Default theme in every hyperspin emulator folder because not every rom has a theme. This is where the Default theme comes in to play.
Anyway, the theme.xml is pretty straightforward stuff. But, if you need help let me know.