Windows XP can't apply any theme I downloaded.?

I have a windows xp computer. Whenever i download new themes and apply it, the theme i ended up with is the clic one? Does anyone know how to make it apply for the theme i downloaded instead of the clic one? yes, im sure i got the right theme. Also, the only theme that works would be Royale Noir and Royale, does anyone know why those two work and the rest dont?