In Linux, a "tarball" is a compressed file with an extension ending in *.tar.gz (or variations.) It's similar to a ZIP file (e.g., *.zip). Extracting a tarball typically involves right-clicking the file and selecting "extract here..." from the context menu. To clarify NewW2's instructions, you can only extract icon themes to /usr/share/icons as root. This is fine if you're willing to go through a few extra steps to become root. The easiest way is to open a terminal and type: "sudo nautilus". In the resulting root window, choose file --> open new window. Navigate to where you saved the Dark-glass.tar.gz in one window and /usr/share/icons in the other. Copy the tarball to /usr/share/icons; right-click the file; select "extract here..."; delete the tarball after the extracted folder appears. This installs the icon theme system wise (i.e., all users can use it.) Now you can go to the Control Center --> Appearance and select the icon theme from the "customize" menu. An alternative method is to extract the theme to /home/username/.icons/ (where username=your user name.) This will make the icon theme available only to your user account but you won't require root privileges to copy the file.
A really good overview of "tarballs" and how to deal with them from the command line as well as the GUI interface is located here. I suggest you have a read:http://www.linux.com/articles/113552