Need help with changing my blog layout!

This question would probably have been posted before or it could be just one of those simple things that you guys figured a long, long time back! Anyhow, I’m new to this blogosphere and am experiencing problems ever since the thought of changing my blog layout sprang to mind.

I’ve come across some, very interesting themes and even downloaded them. But I’m clueless as to what comes next; be it installing the theme, changing the template, everything!

Pardon my lack of knowledge. It may come across as too cumbersome for many of you to try explain things but…

… I need help! Badly!

Thanks!