Yeh, I know it's pretty basic, but hey, we have newbs.
First, untar the theme (you wont always have to do this, all depends on your distro).
tar xzvf [theme].tar.gz
Second, tell your xwin manager to use the theme.
Gnome under RH: Red Hat > Preferances > Theme > Install Theme; Now locate the theme that you downloaded and click on install.
If it doesn't show the theme that you've downloaded try using the details option.