EDIT: I FIX IT! you won't beleave me if i tell you. i have a problem with grey icons set if i extract them with xarchive from pcmanfm and copy them i cannot see all of them. but if open rox and extract them with xarchive then copy them they all work. i know this bug for some time.tried the same thing with the theme and now i have it looking good.

I use xarchiver, but the same thing happens when copy and paste the icon set.
If i extract them to .icon--they work?
Some how it loses stuff with the copy and paste in pcmanfm.

the method works for me . i open rox from the menu. browse to the archive of the theme, click on the archive and extract it with xarchive. then i open the terminal, su and open rox in super-user mode. i browse in the super user rox window to the desired folder (example: /usr/share/icons) and move the extracted folder from the normal rox window to the super-user rox window. sorry for the step by step, that's what i do. and it work everytime.