[themes] Custom Configuration Options . . .

What do I need to do to a theme I am creating so that I can provide some custom configuration options to the end user on the admin/build/themes/settings/mytheme page?

I tried adding a hook_form_alter function to template.php, but that was unsuccessful. In fact, the only thing that was successful was to create a module and do it there. I would really like to avoid having a theme depend on a module.

RTFM answers are fine, provided they include pointers, as I have been unable to find anything on this on either d.o and a.d.o. (That doesn't mean it's not there, just that I can't find it.) :^)

Thanks.