It is so easy.
  

                                          How to install Desktop Themes

                                          If you download an executable theme, you simply run the .exe file. By default, the Desktop Theme will extract the files to C:\Program Files\Plus!\Themes\ which is the default directory for your Microsoft Plus! Themes.
If you download a zipped theme, you have to unzipped it first with a program like Winzip and then extract it to C:\Program Files\Plus!\Themes.
After the files have been installed, simply start your Desktop Themes program and select the new theme.
To run Desktop Themes you will need MsPlus!.
If you do not have MSplus, you can also use Desktop Architect, this is a good program and it is free. You can find it and some others Themes Tools here: THEMES DOCTOR

                                          How to Install Screensavers

                                          Most of the screensavers that you download separately from the desktop themes are packaged in a Zip file.
Some screensavers are more than the simple .SCR file that windows requires to run the screensaver, so you will usually install the screensaver like any other program you download, so, you extract all the files from the Zip file and run the Setup.EXE included.
However, many are just the .SCR file, and the .SCR files need to be extracted to C:/Windows. Once they are there, you can enable them by clicking the right button of the mouse, then click on Properties, then click the tab that says Screen Savers and select the new screensaver from the drop down list box that you find there.

                                         Wallpapers

                                         My wallpapers are package into a zip file and file need to be extracted to C:/Windows. Once they are there, you can enable them by clicking the right button of the mouse, then click on Properties, and you can select the new wallpaper from the drop down list box that you find there.

                                       Sounds

                                       My themes and savers has MPEG waves, if sounds is not working you THEME DOCTOR has some great help tips