Switching Stylesheets question

Ok I am trying to move my blog from blogspot to this new home: http://www.meatriarchy.com I have wordpress installed and would like to switch style sheets.

I have downloaded one I like.

Now do I upload it to a directory? Do I have to edit a particular file via cut paste?

BTW apparently I can’t edit the styles and templates online – I get a chmod 666 message. I have tried to change the file permissions from cpanel but the changes don’t take.

I don’t know if that makes a difference.

Any one who can help I would appreciate it. However I have zero knowledge of a lot of the stuff I see in some of the forums so please go easy on me.

This is like trying to learn a brand new language!!