clean box pro install problem

First, I am a newbie at all of this, so the answer may be simple (I hope it is). I am following the install directions as follows: Installation Using the WordPress Administration Panel # 1. You can download Themes directly to your blog by using the Add New Themes option in the Appearance sub-menu. 2. Download Clean Box Pro from your Catch Themes member My-Account to your Desktop 3. Log in to the WordPress Administration Panel Go to “Appearance => Themes => Add New” Click on “Uploads” and Browse the downloaded file clean-box-pro.zip from the desktop where you have it downloaded And at this point is the problem. There is no zip file. Nothing noting anything obvious about install either. So far, I've experimented by trying some other files that looked possible, but nothing has worked. What file do I select to upload to Wordpress? I'm getting frustrated, so any help is welcome and appreciated!