Decompress the Azneins Theme and find the readme.pdf inside. It tells you how to install the theme.
Ya, I looked at it before I posted this thread. Trust me, I hate bothering people about my issues. But, I do help others when I can.
Unfortuantely the instructions are for Ubuntu and not Slackware, it's nothing alike.
I've noticed there are a lot of different files that are tarred in the Azenis_Theme. It seems kind of odd to untar each folder inside Azenis_Theme when I've untarred the main folder already. I could be wrong though. I mean there are a lot of files to untar.