Once you download the installer from the Downloads section like THC4k said :), make sure first of all that it is a binary (meaning .exe) and i f you've already installed that, just right click on your screena and it should have a little subcategory that says "LiteStep". Now, assuming you have downloaded a theme from THIS website (Litestep.net) to make things easy, just go LiteStep->Themes->Install Theme-> and then find where you downloaded the theme to. It should just install and then you can use the same "LiteStep" right-click to change the theme. Mind you, I don't have LiteStep running at the moment, so that's a rough idea how to do it more or less. Have fun!