You cannot install themes at wordpress.com. No, they do not make this very clear.
If you want a premium theme there, you have to purchase it from them. Go through our contact form here http://www.studiopress.com/contact
and get a refund.
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.