Did the place where you downloaded the theme, state which home screen replacement launcher that you need to use it?
If you downloaded it from the Android Market, it will say which you needed, *update: Added launcher with theme instructions*
A Pokemon theme for all the Pokemon people out there. Comes with three wallpapers as well.
DO NOT launch separately. You need to have aHome, FreshFace, Pandahome or Open Home installed to use this.
Go back to where you downloaded the theme and find out how to install it and what you need to use it.
Example:
http://www.appbrain.com/app/ahome-theme%3A-pokemon/mobi.bbase.ahome.theme.pokemon
