Tip:
Look Here
Anyway, many themes require you to compile them. But there are also many themes which are easier to install in RPM format.
I used to use Mandy, but found out many, many themes won't work on it, that's why I switched
(don't follow my way though, it's stupid to change distros because your theme doesn't work).
The themes that require compilation are ones in tar.gz files, extract it somewhere, and read the README and INSTALL files included to see how to compile
(basically it's just ./configure;make;(su to root)
;make install).