This is as simple as it gets..
Unzipp the file anywhere on your computer (eg. desktop)
Connect your psp to your computer using the USB
Navigate to your PSP and go to X:PSP/THEME
(where X is the drive your computer recognizes your PSP)
Paste the .ptf files in that folder (X:PSP/THEME)
Disconnect Your PSP from the PC
In your PSP got to System Settings->Theme Settings and select the theme you want to use
And thats it!
If you still got questions, just leave a comment and il get back to you later.. =)