Lazy Panda for Windows Mobile can help you add themes into your phone from a local computer.

Step 1: Connect you mobile phone to you computer and run Lazy Panda. Click the Media button and select Themes to enter the Themes management interface.

Step 2: Click the Phone Theme tab and you can see the Add Theme button at the bottom of the interface. Click it and select the theme package through file browser.

Step 3: When the installation completes, you can click Set Theme to enable the new theme immediately.