might want to mention which theme are you trying.
also have you tried another theme?
ClockWorkMod
Many times, for me at least, when I've had trouble installing a new one, I have hit Menu in Rom Manager then Clear Download Cache. After that I re-flash the ClockworkMod Recovery (even though it's on the most current already) by just clicking on the top menu option where it says "Flash ClockworkMod Recovery".
Once I do that, I just do the Install ROM from SD Card as normal and it works fine. Again though, that's just what's worked for me when an install fails. Not sure if this will do anything for the issue you're seeing.