Windows xp theme help

hey yall
i have windows xp on my laptop and i wanted to know hw i make or get those cool thems like http://www.wincustomize.com/ViewSkin.aspx?SkinID=5591&LibID=1

im not sure how to install them or use them??!! please help me out
i downloaded one from the link above and i wanna know how i use it?

THANKS!