Unzip file with "use folder name" on. The themes are assigned to look for their components in the "Avengers" folder. After that, backup your "logo.sys" (in C:\), "logow.sys" & "logos.sys" (in C:Windows:\) and replace them with the new ones found inside the "Avengers" folder.
Special thanks to "The Official Avengers" and "The Unofficial Avengers" sites for their picture and sound files which I used in these themes.