Blank Screen when changing Blog theme

Hi everyone
I have downloaded a new theme from the WordPress themes and FTPed everything into my themes directory on my server. When I go into my admin section and click on themes the theme is displayed correctly as if its available but when I try to then use that theme (clicking on the theme titel in the list of themes available in my admin area) the preview comes up as a blank screen. I have tried many themes and most come up blank only one or two show up. Why is this and what am doing wrong.
many thanks in advance
Mark