There is no program needed to install a new theme.
Take a look at "WINDOWS\Resources\Themes". You`ll find some "abc.theme", they interact (in most cases)
with a folder "abc" or something - like "Luna" for example. In folder Luna you`ll find a "luna.msstyles" and
an additional folder with some needed data. That`s an example how a Design is constructed.
If you download a new style it has got to be copied to "WINDOWS\Resources\Themes".
You open the "mynew.theme" and the new design is installed. If nothing happens or errors occure,
maybe you need "
UX Theme Patcher".
Another site to find nice themes and designs is "
DevianArt".