The tutorial said to unzip the folders (making sure that Sitemapper was closed before I downloaded and unzipped the files).
When I did this the folder no longer had the zipper however each theme within the folder (11 in one and 18 in the other folder) was also zipped. I then unzipped each theme in their respective folder deleted the text file (per the instructions on how to add themes) for each individual theme.
I then moved the folders to the proper destination -
Program Files (x86) / Coffecup Software / Sitemapper / Themes / My Themes
When I select Themes from the menu and then select My Themes the two main folders do appear but when I try to select either folder to view/select one of the themes in the preview pane it says Preview Not Available.
I tried copying the folders instead of moving them but that didn't work either. I also looked in the other Program Files folder but there was no joy there.

What did I do wrong?
Kelly