You usually just click on the theme name. Sometimes servers are very busy, resulting in slow or even stagnant downloads. To solve this problem, get an application called GetRight . It allows you to resume downloads. Another outstanding download application is FileHound .
Themes are almost without exception stored in zip format.
This means you'll need a 32 bit version of WinZip to extract themes. To install themes, you'll need to use some theme application. But there are several other programs that work just as well, e. g. Desktop Themes or XTheme Manager . Most themes are very easy to install.