Unable to add a new theme

Hello, I’m trying to add a new theme on my just created website on online version of wordpress.com. Found instructions here and elsewhere saying if you want to add a new theme there should be a button for that purpose, as for example here:

http://codex.wordpress.org/Using_Themes

“Adding New Themes using the Administration Panels

You can download Themes directly to your blog by using the Add New Themes option in the Appearance sub-menu.

Log in to the WordPress Administration Panels.
Select the Appearance panel, then Themes.
Select Add New.”
…

I do not have “Add new” button. What is wrong here? Could it be that new themes can not be added when unless a real host is used?

Thanks a lot for your help.

Srechko