First off Windows 95 as well as a good copy of microsoft Plus pack.
To set this theme unzip the contents of the zip file into a folder of your choice and open the Control panel. Now double click on desktop themes and bring down the 'Theme bar', choose 'other' and locate the folder you unzipped the theme files into. There should be a 'James Bond Theme' or similar titled file in your directory and hey presto!,a great cool new theme.