no wallpapers?

In order to change a wallpaper, right click on your desktop and select properties.Click on desktop and select the wall you want.

What type of theme are you applying? Please be as specific as possible, including the name of the theme.

I'm talking about the wallpapers that should change when I change the theme. Most of the themes I downloaded from this website does not change any icons or wallpaper. Just changes the desktop color, and the style of all the windows in the system. What about the icons such as, 'My Computer', 'Recycle Bin' or even the wallpaper? How do I change them?

Thanks

What type of theme?  Winstyles, DesktopX, Litestep, etc.?  Without knowing what you are trying to apply, I can't try and tell you how to configure it.

This question belongs in the help section Atik shah.If your referring to WB,wallpaper only changes IF you have that option checked in your WB configuration page AND the author included a wall with the skin AND its in the .bmp format AND the author specified its use in SS.
Icons packages are applied with IconPackager.

It can all be little confusing at first. For the icons, you need Icon Packager(As I.R. said). The wallpaper is tricky to install with the theme unless the artist set it up that way. The easiest way is to open Display Properties and apply the wall separatedly. You can also modify the WB theme itself to autoload the wall, but that is the tricky part and probably easier for a newcomer just applying it separatedly from display properties.