This from the Sysmetrix site:

If you don't want to use the integrated theme installer, you have to manually unzip the theme's .zip file into the SysMetrix themes directory.

As an example, let's say that you installed the program in "c:\Program Files\SysMetrix", and have just downloaded the "Transilvania" theme. In that case, you'd unzip the .zip file such that the files end up residing the "c:\Program Files\SysMetrix\Themes\Transilvania" directory.

While this isn't as nice as an integrated theme installer, it shouldn't be difficult for the type of person who is interested enough in their system's metrics to run the program.