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 16 megabytes or less. Thus, the webserver is rejecting the upload. WordPress is giving you a rather ambiguous message in response. This is not a theme fault or bug.
You can get your web hosting company to increase your PHP limits. .
Recommended PHP configuration limits are as follows:
You can verify your PHP configuration limits by installing a simple plugin called WordPress phpinfo.