Did u say that you used the Zip Loader? What u need to do is use Desktop Manager for Blackberry and use the "Application Loader" feature in there.
So, make sure that the theme reader is unzipped and then use the applications loader to install it. Themes work the same way, just use the Application Loader and show the program where the UNZIPPED files are, then it will install for u.
If at that point if it doesnt appear in the options>themes area then do a quick battery pull
Hope that helps!