Download and install Rocketdock,
http://rocketdock.com/
Once you've done that, navigate to the installation directory (normally, C
Program Files\Rocketdock) and look for a folder called "Skins". Copy the theme folder you downloaded there (the whole folder, not the contents). Then fire up your dock, right-click on it to go to properties and then (under Style Options, I think) select the theme name you just installed from the drop-down menu. This process would be the same for any other themes you might want to install.