I downloaded a theme and when I do the Shift+Click the menu doesn't come up. I want to change the taskbar from being vertical on the right to horizontal on the top. How do I do this?

Not all themes have an options menu and not all themes have all options that another might. It's up to the themer. You'll have to rewrite all of the taskbar settings.

edit - And it's a photo-finish! 07.05.16 @ 21:45

Ummm. does the theme you downloaded even *do* that? Does it have a theme popup? (Look for a !popuptheme bang in the !about box...)