This should hopefully help a few of the above posts.
If you are trying to load a theme with the zip file you must have the desktop manager.
[Only registered and activated users can see links. Click Here To Register...]to be taken to blackberry webpage where you can download it from.
Downloading: Click on the zip to and select save (take note of where on your pc you are saving it). if you are using PC, once the zip has finished downloading, select 'open' and you will see 2 files (a .cod file and an .alx file).
highlight each file and on the left side of the screen you should see an option to "extract all files". Click that and choose where you want to extract (unzipp) those 2 files.
Once that is done, make sure desktop manager is open, plug in your bb, go to app loader, then click "ADD" and go to the location where you extracted (unzipped) the 2 files. You should find an alx file. Click on that and away you go.
I hope this helps some of you.