Download and unzip the theme/skin to your computer then upload it to the themes/skin directory via FTP. Then log in to the admin area and find where the theme/skin option is and set it as the default (if that's what you want).
The easiest way would be to download the zip file and upload to the themes directory. then go into File Manager and click on Unpack/Unzip. The theme is now uploaded and it can be installed / used
Wow you people are all wrong. Here is the easiest way:
index page> admin (if you are an admin) > Themes and Layout> After that you go all the way down and you browse for your theme then install it and your finished!.