I am having the same problem, would really like to know of any possible solution. I upgraded to WP 3.0 and now I cannot preview new themes.
I can preview installed themes.
When I go to Install Themes I cannot preview any of them. It is always a blank – white preview.
Every post thread I have seen on this topic has been closed and the answer is always to change the title of the theme to have no spaces or underscores… this is not possible when previewing themes that I have not installed.