“Creationists make it sound as if ‘theory’ is something you dreamed up after being drunk all night.”–Isaac Asimov
“A scientific theory is a well-substantiated explanation of some aspect of the natural world that is acquired through the scientific method, and repeatedly confirmed through observation and experimentation.”–Wikipedia.
Period.
The Millennium Conjectures™ 
I think a lot of them tend to confuse “theory” with “guess”. As in, “that’s my theory”.
I think they’ve watched too many crime dramas on TV where the detective has a “theory.” That’s not what scientific theory is.