How to set theme which is download from internet which have only Windows Visual Style File & shell folder ?

I have download one win xp theme which have one Windows Visual Style File and one shell folder.

In Shell folder have some .dll file

when I double click on Windows Visual Style File icon then open display properties but can not change theme.



I want to change theme so how can i do this ?How to set theme which is download from internet which have only Windows Visual Style File %26amp; shell folder ?
copy the files to c:\windows\resources\themes. It will appear in the appearence tab in properties

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