Do you have a standalone wordpress.ORG installation? Downloading the theme is useless without it.
If you meant to get one for your own self hosted, cancel the one at wordpress.COM and go through the sales page here.
These forums were CLOSED to new posts on November 19th, 2012. New forums are here: http://www.studiopress.com/forums/
and you will need to SIGN UP AGAIN.
If you need assitance with setting up your theme, go to http://my.studiopress.com/
and read the SETUP links or the TUTORIALS link on the side tab.
If you need Account Assistance
, file a help desk ticket at the same location.