First off, nice wallpaper. Second, you would need to download the whole package somewhere as a theme includes wallpaper, Application Icons, possibly sounds, etc. Once you have that, you'll need to use SSH/SCP to transfer the files to your iPhone and use Winterboard to activate. Check the forums for more info on the exact processes if you are unfamiliar.
just swap the background that theme originaly comes with. It should'nt be that hard. Use Iphonebrowser to find the file, name your new background the same as the one you would like to replace.