If you download a theme, and then try as you might you can't find it anywhere, it might be that the theme isn't compatable with your model of phone.
The theme might be there and installed, so you can see it on your applications list, but no way will it fire up and work.
This has just happened to me....the result of me being stupid and not looking properly at the info for the app.
From Blackberry app world I downloaded an Angel app....it's called Angel for Angels....beautiful blue angel theme, and as I love anything to do with Angels I went for it....paid £3.99, downloaded it, installed it and nothing. That's when I paid more attention to what was written about it...and my Curve 9300 3G wasn't on the compatable list.
Ive deleted it now and sent off an email to the seller/developer to see if they will refund.....but don't know if they will.
So before you virtually take your phone to bits looking for an app that you have downloaded, check that it can be used on your phone...