If you are installing your theme from the WordPress theme installer, but get a message that says “Are you sure you want to do this?”, most likely your web server is configured with PHP settings that are too low to allow the theme ZIP file to upload. Specifically, PHP is configured to a maximum file upload size limit at 8 megabytes or less. The theme ZIP is currently about 34 megabytes in size which is mainly due to the included plugins and all the demo content. Thus, the web server is rejecting the upload. WordPress is giving you a rather ambiguous message in response. This is not a theme fault or bug.