I can change styles via My Stuff > Edit Preferences. Using the Style Chooser menu at the bottom of a page, however, I encounter the same problem Artie did.

The URL of the 403 page and the corresponding file shown in the message depend on which style I selected (the "value=" number) and where I was when trying to switch (what follows "curl=").

Starting at http://www.finetunedmac.com/forums/ and selecting ubbthreads-dark the URL is:
http://www.finetunedmac.com/forums/ubbthreads.php?ubb=changeprefs&what=style&value=2&curl=http%3A%2F%2Fwww.finetunedmac.com%2Fforums%2F

So the file in the error message is:
/forums/ubbthreads.php?ubb=changeprefs&what=style&value=2&curl=http%3A%2F%2Fwww.finetunedmac.com%2Fforums%2F

Though the URL indicates a forum page what I see is FTM.com with the logo missing and the 403 Forbidden message in place of the content.

FineTunedMac Forums Admin