Since this keeps coming up, I'm going to post the FAQ article I just did up here as well. I'd say this should be stickied.

There are several reasons why an installed theme, which is visible in Options->Advanced Options->Applications, will not show up in Options->Themes:

• Dimension Themes are not installed: In order to install custom themes, the Dimension theme of that style must be on the device (ie, Today themes require Dimension Today, Zen themes require Dimension Zen, etc). These themes are on all devices by default, however some memory guides recommend removing them to save space.
  
• Theme was not build for your device/software version: The theme must have been build for your device series (ie 83xx, 88xx, 81xx) and your current, or an earlier software version (ie a 4.2.2 theme will work in 4.3.0 and 4.5.0, but not 4.2.1)
  
• Battery was not pulled after installation: For themes on devices running software before 4.2.2, the battery must be pulled to complete installation
• IT Policy restriction: If you are on a Corporate BES which restricts installation of third party applications, you will not be able to use custom themes
  
• Not enough Free Memory: In rare cases, to little memory can prevent a large theme from being activated.

nice . thanks

If I may add, there is one more thing that causing the problem with installation.
Installing via Desktop Manager requires that you have your current OS installed on your computer prior to installing custom themes.

That would not lead to this situation. There are already many, many threads covering that.

why no media galary file in my bb8700. to instal what to do

Because there is NO media card in your 8700.

Thank you so much... I had downloaded this theme a million times and it wouldnt show until I took out my battery.... thanks again!!!!!!!!!

Might I add another solution to a rare case.

Depending on the way your device is set-up, you may have application permissions by default set to deny. If this is the case you may sometimes have to change them; example scenario being a theme not showing up after install.
You would have to go to Options>Advanced Options>Applications, move down onto the theme and click. On the resulting menu click "Edit Permissions". On that screen go over all of which in this case would be set to deny, and click and select "Allow" for all.
Afterwards do a battery pull or reset and the theme should show up.

How do i install themes in my blackberry 8300 curve and what file extension should it be? Thanks!

Welcome to the forums and please check here:
Adding Themes & RingTones - BlackBerryFAQ

Followed the FAQ and can see the installed themes on the list of installed applications in the Desktop Manager, but when looking at the available list of themes on the BB I don't see the d/l themes. Did OTA installs that were successful, rebooted device, then did the battery removal. Stumped at this point.

One more situation is that it IS possible to install themes that are not for your OS, in which case it wouldn't show up in your theme list.

Oh, it's really helpful. Thanks!