Whats wrong with my login screen theme?

I guess the program is called KDM, but I downloaded a nice theme for my login screen but for some reason it wont work. I’ve gone into the configure desktop application and i have hit the advanced tab and I have hit the Login Manager and I have selected a theme that I have downloaded, and when i log out it defaults back to an ugly blue screen with a windows 95 looking log in box lol

is there something i have done wrong?

im using kde4

thanks =]