It should work with it. You should be able to install the Openbox theme just fine. The GTK theme I'm using with this is Lux. You can find it here: [link]
I haven't attempted to use a full on LXDE installation yet. I'm still trying to find some nice panels to use, so I'm switching back and forth between lxpanel, pypanel, and tint2. However, I do have to say that lxappearance is the best (simple) GTK theme switcher around.