hook_theme not being called in module
The only thing you should need to do is clear Drupal's cache; hook implementations are cached so once you've written the function you need to clear the cache to get the new data into the registry.

One other small thing, you probably shouldn't be returning an array like you currently are from your form builder function.

I'm pretty sure Drupal sets up the $form variable it passes into the function through drupal_get_form with some required details, so returning an array (and not the original $form element) will probably mean your return from the function is missing something. The usual way would be to do it like this:

function mymodule_form_one($form, &amp;$form_state) {
  $form['#theme'] = 'mymodule_theme_one';      

  return $form;
}