You must have your current version of your handheld OS installed to your PC to do this... Do you have that already?
BlackBerry Handheld Software Package Matching your carrier and the version on your device (Current version can be found in Options->Status) BlackBerry Operating System Downloads - BlackBerryFAQ
Try this, step by step:
* 1 Start Desktop Manager
* 2 Connect the BlackBerry Device to the PC and Desktop Manager
* 3 If you are not prompted to update software, open the "Application Loader"
* 4 Follow through the application loader. You will be prompted to update core applications, but if you installed the same version of software as is currently on the device, only the themes will be added.
* 5 Complete the loader process and wait for the device reboot. You should now have new themes available in your themes list!