Read more about it at http://www.jeff.wilcox.name/2012/01/phonethememanager/. Oh, and it seems like the reference isn't added sometimes so just add a reference and drill down into the packages folder until you find the correct dll. In this case JeffWilcox.PhoneThemeManager.dll in the windowsphone8 folder.
Windows Phone 8.1 solves this by letting you request a theme by writing something like
this.RequestedTheme = ApplicationTheme.Light;
in the constructor (or any other place) of your app.
Check out this article on Stack Overflow you more info!