Go to your /usr/bin and look for the shell script. Double click on it. Or better yet, make a link (drag to desktop and when the little window comes up, "link here")
Then, once you install a theme, you won't have to click on it again. Because every other theme you install can be done by right clicking on your current theme and going to "install new theme".
BTW, is it SuperKaramba? If not, go get that insted.