Open--My computer (before you move on click on tools/folder option/view/show hidden files and folder then apply and ok) now open C drive/documents and settings/owner/application data/frostwire/themes....
now leave that window then open another window and find the location where u download/saved the theme that u like, then drag drop/move that file to the theme folder (the first window that u open) now the important part...right click on the theme file that u just drag drop/move and rename it (SAMPLE..black theme.fwtp) remember just change the last part right after the dot to fwtp. Now open ur frostwire then click view/skin/refresh skin...now again click view/skin you should see the theme that u just download. Note some theme doesnt work so just keep looking...
I hope that solves it coz thats what i did..