I have started a blog with Wordpress and it is hosted free from the Wordpress site. None of the themes provided really give me what I need or want. I have found some on websites offering free zipfiles containing Wordpress themes which offer what I need to have on my blog. Can I use these? If so, how do I go about it? I have read articles about using an FTP server, etc. and have downloaded FileZilla but I have no idea how to get it to connect to the remote server or what my remote server is! Needless to say I am an amateur and need someone to explain this stuff to me as if I am a 5 year old child. 
OK, so if I use Wordpress.org, how do I figure out my remote server? I know I must seem like a real idiot, but I have no idea.
So I’ve found a web hosting page and have downloaded WordPress. I have gotten into my WordPress page, but now when I try to upload the zip file with the theme I want it comes back with an error saying that WordPress can’t find /wp-content/. I have checked my FTP server and the file is definitely there, so what am I doing wrong?