Need help changing default theme

Hi,

I’ve just started a blog using WordPress…I see that they posted a default theme that I would like to change.

I’ve already downloaded version 2.7 onto my desktop and found a new theme that I like “Ahimsa”. It says for me to upload the theme into wp-content/themes. This is where I’m confused. Do I upload it into the content/themes folder I’ve got downloaded on my desktop and then open my blog to move it from there into my blog area or is there a differnt way to do this? Is it nessisary for me to do everything off line first and then upload it all or can I do everything on-line?

Any help would be greatly appriciated.