Have a look here and see if that makes sense: http://codex.wordpress.org/Using_Themes#Using_Themes
Basically, you unzip it and lob the theme folder into your wp-content/themes/ directory.
I tried getting that FTP thing, but got completely lost. I downloaded filezilla and set up an account on my host, but have no idea how to connect the 2.
Your host should be able to help you connect ftp to your web space.
Look around their support area… You’ll need to know what address to use and a username and password.
We can’t help you with that part. 🙂
Well… color me ignorant. I didn’t know that was in the codex!
Hey anybody, I can’t find the wp-content/themes/ directory on my server (yahoo). I signed up for WordPress through Yahoo so I assume WordPress is using my Yahoo space but I can’t find that folder anywhere in my files. Am I looking in the right place?