You can't do it directly. Probably because of the fact that the templates are folders on your hard drive, and not files, and because of restrictions within those folders, the developers decided not to allow custom templates.
You can still access the the stuff thats in the templates by navigating to C:\Program Files\Roxio\DVDit Pro HD\Content\Templates. Pick a template, and you'll see a bunch of files/folders in there, including "Images", "Button Objects", "Frames", and "Navigation Buttons".
You can use the other tabs in MyDVD to import the apropriate parts of the template that you want, and then you can re-create the template menu.
For example, to recreate the Architectural template, go to the images tab, and import the only image thats in C:\Program Files\Roxio\DVDit Pro HD\Content\Templates\Architectural\Images. Then repeat with C:\Program Files\Roxio\DVDit Pro HD\Content\Templates\Architectural\Navigation Buttons, etc...
Now just reconstruct the menu.
Or, just let DVDIt take its time at the start, and let it import everything to begin with.