I also had some problems with themes in Gnome initially.
First of all, if you click Theme Details, you can select indicidual themes for controls (scrollbars, buttons etc.), window borders and icons. I found that almost all themes you download off the net include themes for only window borders or controls, and they do not appear in the main theme list.
For installing themes, I just use the Install Theme option and select the archive of the theme, no need to decompress or copying anything manually. I'm actually not sure if you need to do it from the correct tab (e.g. install Window Border themes from the window borders tab etc.) because I haven't installed enough of them. You'll probably need to close and re-open the themes window after installing, it seems to take a while to update the list. I actually thought they hadn't installed correctly and I even restarted the X-Server and then all of a sudden all the themes were there
If the theme was installed correctly, you should be able to see it in the themes folder (/usr/share/themes in Slackware).