Launch GDM setup. You can find it from the Gnome system menu, it's called something like "login manager setup" or something. Or you could launch it from the terminal, if you're unsure about the name, type
gdm in the terminal and press TAB twice after which bash should give you a list of what's available -- pick up the command that is most probably gdm's setup/configuration program. When it launches (note: you need to run it as root), it's a nice GTK window where you can pick your theme (if it's copied to the correct directory) from a list, among the other options.
Another way to find out the command using terminal:
Code:
locate gdm | grep bin | less
provided that you have (s)locate installed and it's database was rebuilt after GDM was installed, meaning that it's rebuilt after the installation. If not, run
updatedb as root.