I found it difficult to install most of the themes on kde-look.org because many are distro-specific or depend on something else.
The install scripts are simple. They are copying some pixmaps to the kdestyle directory, some icons in /optkde/share/icons and the *.themerc(I don remember where.) I just noticed that the theme specific files must be in your home directory, somewhere in .kde
I think it´s too dificult for a normal user to install kde theme (currently no success for me). If, by chance the theme is visible from the menu, then KDE won´t allow me to choose IceWM window decoration and the theme, of course, won´t work as expected.
So, I´ll give up till somebody with expirience in this explain me how to do it.