You know the themes at www.themexp.org?
They contain spyware and most people has to face this. Well, There is ALWAYS a way to avoid this. All you need is WinRAR as the tool. First, download a style you like (Here, we will use 850231)
Next, We Will open the Run command and type:
C:850231.exe /x c:temp\name
The /x command excracts the files in the Setup and the directory (Here, it is C:temp\name) will be created with files ectracted.
Go to the directory and open %EXENAME% with Winrar. The theme package is in there. Extract it under: C:\WINDOWS\Resources\Themes.
Once this done, Open the properties and apply.
This goes for ALL files similar.