Each library section that you see on the left side of this web page contains skins for a particular application. For instance, the DesktopX section has skins/themes that are only useable by the DesktopX program.
On each library section webpage, you'll find, near the top of the webpage, links to find out more information about the application for that category.
If you downloaded the MIIG theme that's currently featured on the frontpage then, you'll need Winstep ( http://www.winstep.net ) which is comprised of two pieces of shareware software: NextStart and Workshelf. NextStart is a skinnable popup menu and task system. Workshelf is a skinnable tabbed program/shortcut launcher.
If you downloaded the MIIG WindowBlinds skin, then you'll need the WindowBlinds program ( htttp://www.windowblinds.net ) WindowBlinds, skins all of the standard Windows controls you see on your desktop (titlebars, taskbar, buttons and so on).
You say you downloaded WindowBlinds. Once you install the program, download a WindowBlinds skin from the WindowBlinds section on the left side of the page). Download it. It'll probably have a .WBA extension.
Now, go to your computers Windows Display properties window and click the Appearances tab. This is where you can load and apply WindowBlinds skins. Press the Add button, and browse to and select the .WBA WindowBlinds skin you downloaded. This adds the skin to the list of installed WindowBlinds skins on your computer.
Now in the Appearances window, select the pulldown and select the the skin from the list. Press the Apply button and that skin is then applied to your desktop.