correct way to customize rwd theme ce 1.9

Question

I want to edit some of the theme files without changing the default, but the files of the design/frontend/default/default folder is not overriding this theme. I also tried to create the folder design/frontend/default/rwd but not resolved.

Is there a way to replace only some files. In the latter case, I'm thinking of duplicating the theme and change the call in the admin panel.