You could be facing problem in Installing themes which you have downloaded due to certificate issue, you can try following steps to see if it helps you:
1) Go to menu-> installations ->app manager -> options -> settings -> and change the software installations to all.
2) Check if your downloaded Theme files are of ".sis" extension and they should be S60 3rd Edition theme files.
Hope this helps you installing themes on your E71, You can download more E71 theme files from
this site, it has a good collection.
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