Not sure how to add a new theme

[Magic]

Before hand - sorry if there's already a turtorial thread or something I missed, there wasn't one that I could see.

-------
I downloaded a theme from MyBB Themes and its a xml theme.. I'm very unfamiliar with this language and have no idea how to apply this theme to the Forum.

A precise step-by-step guide would be very helpful and very much appreciated

Thanks