Save theme and pictures onto HTC One V

Hi,

I am sorry if this is not the correct place to create this thread but I seriously need help.
I have just bought a HTC One V but I have completely no idea how to transfer themes, pictures and music onto this android phone.
Until yesterday, I was using the old keypad phones but now, there are no such phones and I am 'forced' to buy a smart phone. I just can't figure how it works for transferring files.

When I connect it the PC, 'HTC storage' will appear and when i click on it.
There are 3 folders 'Android' ,'DCIM' and 'Lost.Dir' and there's nothing in them.
I am so confused now on where to transfer my files to.

I know how to download games and apps onto the phone but no idea on how to download the themes.
I want to change the theme.

I will be very grateful if anyone can help me.
This phone is too smart for me.