How do I change themes?

I am a complete newbie but have managed to create a website based on the Weaver 2.x.x. Twenty-Ten theme. I am looking to change to the new Weaver II theme. Hope someone can help me answer the below questions:
Will changing to the new Weaver II theme mean that I will have to start all over with the customisations, I have already made to the old theme?
Is there a way to have one theme published while creating the “new” site in a different theme?
Thanks!