Hello Kagura
To install a custom theme you need to patch some files on your system. I use this application, run it as an administrator, it will tell you the files you nee to patch an reboot -
Universal Theme Patcher for Windows 7 - Universal theme patcher - Windows 7 Download
Then download the theme you want to install and usually they will come with a read me file which will explain the files that need to be added/changed or may even come with an installer.
If you post a link to the theme you want to install we can have a look at exactly what you need to do as each theme maker does things a little different.
Danny
Some further reading for you -
Enabling Custom Themes - Windows 7