Hope you're still enjoying kubuntu! I've had your problem before too. I don't know what happens to the ones that won't install; probably nothing. You can go to http://kde-look.org/
and download the installation files directly from there. You can get themes for splash, log-in screen, wallpaper, etc. If you are wondering where the files go when they are correctly installed, look through /usr/share/kde4/apps/ ...../ksplash/themes/ .... kdm/themes/ ......desktoptheme/, etc.