Purchased themes not loading

Hi
I have purchased a couple of themes now, from different sources (the latest via Vodahost) and although they are supposed to be wordpress themes, when I try to load the zipped file onto my wordpress site, the message keeps coming back (after a while) ‘wordpress failure notice’ ‘are you sure you want to do this?’
Please help.
I have spent so much money (perhaps stupidly) on trying to buy new themes that I like and have not been able to use any.
Thanks