I'm guessing you're talking about one of the current premium themes and not an old MyColors.
You probably downloaded a file with a .theme (or .suite ?) extension. Since Theme Manager is somewhat hinky, you can make a copy of your .theme file, rename the extension on the copy to .zip, and extract the pieces (wb, icons, etc.) manually to their appropriate folders on your machine. May have to use WBConfig's Skin Options / Rebuild list function to get the new WB to show. You will most likely need to apply the pieces individually as opposed to using Theme Manager. That should get it.
