Please search the KDE mailing list archives for possible solutions. It does not affect the function of krdb, and can safely be ignored. If it is not, your KDE installation may not have worked properly. It should be created the first time KDE is started for a particular user. Then edit the rc files as neccessary, restart KDE and run krdb and set titlebar and colour schemes from the control center.
Instructions are available here .
To extract a tgz or tar.gz file, the command is tar -xzvf filename To extract a zip file, it is unzip filename To switch between themes, install the new theme as normal, and if necessary change the filenames mentioned in the kwmrc file to reflect those of the new theme. Currently there is a command to make installing themes as painless as possible. Dmitry has written a ktinstall theme installer script. Download this here ktinstall.tar.gz - remember, it is still in testing, and may not work perfectly. Work in this area is progressing, and may be included in future KDE releases.