There are a couple ways to do it.
You can-
A) Download the theme from a website OTA (Over the air) thru the web browser on your phone. In this case, the theme will most likely install itself and you can select it thru the options> theme menu.
B) You can download the theme on your PC/laptop/Mac and install it to your phone using the DM (Desktop Manager) software application loader.
I prefer to use step A because it is normally easier. Step B sometimes requires updating the OS on your phone or your DM software due to compatibility issues.
In either case, I recommend once you have the theme installed you do a battery pull. The themes I've installed on my phone almost always require a battery pull before they function properly.
Hope this helps you out.
Last edited by RobotnumberOne; 08-26-09 at 09:35 AM.