I am very new to all this and have discovered this site (which is fab!) but I'm not that great with computers and I'm having some trouble!

I have managed to download and install WindowBlinds and then I just clicked  'download' on the dragon theme and it  installed and it's great.  However, have discovered that this is seriously addictive and have tried to download another couple - not sure exactly what I should do?  I just did download and ok'd everything (which seemed to work with the dragon one) but the theme isn't coming up when I open WindowBlinds?

I know this is the thickest of thick questions, but if you could tell me what I should be doing and where I should be saving things it would be much appreciated!  I was downloading Tropicali and a purple flowers one, if that helps!