put the .ptf file inside the PSP/THEME folder. If it's not there, just create one :3.
It should look like this X:\Name_of_your_PSP\PSP\THEME
edit: Disconnect your psp, go to Design and choose it from the list... ta~da you got the theme installed 8D
Did that. Still not there. :c
Select USB CONNECTION under SETTINGS on your PSP. Then open up the PSP directory under MY COMPUTER on your...computer. There should be a bunch of folders within that. Go to the folder called PSP; within it, there should be a folder called THEMES. If not, then create one. Place the theme into that folder, and disconnect your PSP. Now on your PSP, go to THEME SETTINGS under SETTINGS, and manually set your new theme.
Did all that. It's not on my PSP still. D: Is there something else I need to do it, like another hookup or something?
When I look for instructions online, I keep seeing mentions of transferring the file to the Memory Stick, or something. Even the instructions that come with the theme say that.