How do I create a child theme that loads from plugin theme folder

One of the big problem with Coursepress Pro is that is uses the theme in the plugin folder:
/wp-content/plugins/coursepress/2.0/themes/coursepress/

So if you update the plugin you will have problem if you have copy the plugin CP theme folder in the wordpress default theme folder.

So the best solution is to make an Child theme that loads from the plugin theme folder:
/wp-content/plugins/coursepress/2.0/themes/coursepress/
How do I do that?