Need Help With Zelda 64 Theme

Hello, I'm new to these particular forums, and I am in need of some help. I think this is the best place for this topic, but I could be wrong. >_>;

I downloaded this theme from the main page, hoping to give my computer an awesome makeover. However, I am completely lost on how to install it properly. It contains a .exe that installs something, but then it just opens up WinRar, and shows me the files of the theme (sounds, pictures, icons, etc). I went to the folder the .exe installed into Programs and Settings, but there is no install application. Heck, there's an uninstall one, but no install one! @_@;

Maybe I'm doing something terribly wrong? Maybe the theme is screwed up and non-functioning? Any help would be greatly appreciated.