Confussed on Theme download

You need to have the software that the file you are downloading was created in......

Unless it's strictly a graphic, and you can open that up in a WHOLE lot of programs....

How do you get the software. I can download screensavers, but for some reason it wont let me I can save it as a desktop but can't put as a theme where my task bar and everything change.

Have you read the FAQ at the top of the page? Everything you need is in there

All skins on this site must be used in conjunction with their respective applications. For example, a skin with a .dxtheme extension must be used with DesktopX. Here is a complete list.

Beatnik - http://somedec.com/downloads/
ColorPad - http://www.entic.net/~vmoya/
CoolPlayer - http://www.daansystems.com/coolplayer/
CursorXP - http://www.cursorxp.com/
Dashboard - http://www.snoopsoft.com/
DesktopX (.dxtheme & .dxpack extensions) - https://www.stardock.com/products/desktopx
IconPackager (.IP extension) - https://www.stardock.com/products/iconpackager
ICQ Plus v3 - http://www.icqplus.org/
KewlpAd - http://kewlpad.deviantart.net/
LiteStep - http://www.litestep.com/
Logons - https://www.stardock.com/products/logonstudio/
NextStart - http://www.winstep.net/
ObjectBar (.OBTheme extension) - https://www.stardock.com/products/objectbar
PocketBlinds - https://www.stardock.com/products/pocketblinds/
SysMetrix - http://www.xymantix.com/sysmetrix/index.html
WebBlinds - https://www.stardock.com/products/webblinds/
Widgets for SkinStudio - https://www.stardock.com/products/skinstudio/
WinAmp - http://www.winamp.com
WindowBlinds (.WBA extension) - http://www.windowblinds.net/
WinMedia - http://www.microsoft.com/windows/windowsmedia/en/default.asp
WinStyles (.XPTheme extension) - https://www.stardock.com/products/winstyles/