Search, Apple F, for an application (try Safari or iTunes). If you can find those, the folder was moved somewhere. Move it back. If not, you should consider backing everything else up and reinstalling.
What's this thing you are trying to install?
Themes aren't one of those things unless you are very adept at Photoshop, have lots of time and are familiar enough with OSX to much around in system-level files.
check out the desktop thread. Take a look at any of the good desktops. Betcha none came from ResX (and I think the site does serve...