Here's what I do:
Download the theme tarball to a directory of your choosing. I usually put mine in the download section. Right click it and then "extract here", then delete the tarball version. Access the folder and drag the titled subfolders into the theme section. To get the theme section up just click menu, preferences, appearance, then themes. Once you have dragged the right bits over (it'll tell you if you have) you can access these components via the tabs in the customize theme section. I hope this helps!