It May be because of a broken download. Try downloading the file again!
If this does not work you should download the Sony Ericsson Themes Creator and try to open the .thm file using it. If it does, have a look at the phone used to open the .thm on the bottom right side of the screen. If it's a different series phone than yours, then probably that's it...
You can find the themes creator here:
http://www.lasyk.net/download/62688/7/-162...tor3.162688.zip