How do I install a new theme?

I have really tried to figure this out on my own...
 
Cakewalk sent me a theme in my email.
 
Purple Mercury.sth
 
I tried to drag and drop it on cakewalk, nope
 
I tried opening preferences => themes and no place to install new theme just the drop downs of default themes.
 
I did a search on my PC for *.sth files and a folder of files with cryptic names .sth came up dropped it in there. Nope
 
I loaded it in the theme editor and tried to save it but it did not reveal a magic directory or change cakewalk theme button.
 
I searched the cakewalk forums for "install theme" nope nada
 
I searched the theme editor help file for "install theme". nope.
 
There may have been directions in the email that sent me the theme but I deleted it and emptied my trash.
 
I searched my install directories for a themes folder. nope
 
In the platinum folder was a file with the themes icon and and extension of TungstenTheme.fth so i copied the Purple Mercury.sth file there and changed the extent to .fth, windows asked me if i was sure and said it may make the file unstable, I said do it anyway. 
 
Then I looked in preferences => themes and there it was in the drop down list, a bit too purple for my taste but it changed some of the colors.
 
Am I missing something here? This was really hard to figure out and I still don't think I did it right. The help manual was really no help in this particular regard and neither was google or this forum when searched it.
 
I am totally frazzled at this point.
 
Any clarification on this would be helpful. 
Thanks in advance.
 
 
 
 
 
 

Thanks :)

RexRed.
 
Cakewalk sent me a theme in my email.
 
Purple Mercury.sth

How come? Did drop box not work?

RexRed
 
Cakewalk sent me a theme in my email.
 

Let me make sure I understand you: the company of "Cakewalk" sent you a user theme?
 
Did anyone else get this? I have not gotten any user themes in my mailbox.

RexRed
I believe the theme was sent to me because I have it checked to get forum updates in my email so it was sent from cakewalk Sonar forums on behalf of users, sorry for incorrectly wording it. This is what I think happened.

Thanks for clarifying.

hello! Same problem here. I put the .sth file in  C:\Cakewalk Content\SONAR Themes but it still doesn't show up in the preferences' drop down menu
Am I doing something wrong?

The eZine for the July release told where themes are stored, how to save them, recommended image editing programs, gave some practical examples, etc. etc.