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Completed both Steps 1 (choose Theme & it said "Theme chosen") & 2 (URL & it said "URL accepted") in Create your web site & this did not lead to web site Builder opening up; but to it going to a new Themes page does not function.
I can not duplicate this problem. I checked your account and was able to choose a theme no problem.
I am not sure what theme you wished to use so I just picked one randomly. You can change your theme again by clicking 'Manage Website' > 'Change website theme'.
Mouse over the theme you wish to use and click the 'Install' button.