How do I change my theme on my PSP?

I found a theme that I was interested in, the Battlefield 2 one in the downloads section of this site, however, I don't know how to put it on my PSP.

I have a USB Cable, and I have firmware 3.71 on my PSP. I extracted the files and there came to be two folders containing the icons and other necessary items. I simply don't know where to put them though. Is there any kind of software for themes I have to download? Or do I just need to place them in the proper folders?

If someone could tell me where you put these files, I would greatly appreciate it.

is there a file called .rco or .ptf? Becuase .rco is used for Custom Firmware and PTF is used for regular firmware. If it just gave you the icons and stuff, get a copy og the theme maker, theres a link on the front page