Thanks for using Sitefinity!
When referencing your theme in Administration > Settings > Advanced >Appearance > Frontened Themes make sure that your Path is ~/App_Data/Sitefinity/WebsiteTemplates/App_Themes/YOURTHEME.
Do not include the /global/filename.css portion in the theme.
Take a look at the provided screenshot. My path is ~/App_Data/Sitefinity/WebsiteTemplates/App_Themes/Patrick/Global/main.css
in the image you will notice I have the path set as ~/App_Data/Sitefinity/WebsiteTemplates/App_Themes/Patrick
The theme structure in Sitefinity will recognize and apply the required items.
I hope this helps!