ok ... so if you go to a site that offers ota themes and rt click and save the .jad file then open it with a text editor and see what .cod files it refers to. you can d/l them from the same place as the .jad .
for example if you get www.blah.com/bbthemes/poo.jad
then open poo.jad and see that it requires poo.cod , poo-1.cod , and poo-2.cod ... it looks like themes are usually a few .cod files. you can d/l the .cods from www.blah.com/bbthemes/poo.cod
now connect your bb to your comp. ,put it in mass media mode , and copy all the files you just d/led into the same directory on your media card i put mine in my_pix ... i dont think it matters.
after that use the trick with exploring the media card and run the .jad , it installs and asks for reboot. when it restarts viola! new theme without a bbdata plan or a windoze machine! i hope all that jabber makes sense.