Okay, here's what I ended up doing. I deleted the Wordpress Theme Demo plugin, but left the whole 'demo blog' setup in place with files and all.
Then I reinstalled the original Wordpress Theme Showcase (NOT DEMO) plugin I installed but didn't like because it used my own site on which to demo the theme, which didn't always work because I have special formatting for ads, etc.
Now I'm in the process of switching to using the url's to the theme preview folder in the demo blog instead of the preview theme folder set up by the Theme Demo Showcase plugin. Once I get this all changed over, I should be able to delete the theme preview folders set up by the Wordpress Theme Showcase and continue using the demo blog for previews.
I have not had an opportunity to test this yet, so I'm keeping my fingers crossed that it will work. If this doesn't, I'm going to have to go back to screenshots - unless someone knows of a better solution?
I'm only setting a few themes to demo. All others will remain with screenshots until I can test this.