I am just setting up my first WordPress blog and ran into this same problem this morning!
The CSS is there, you just have it down one directory too many. For whatever reason when you open the zip files, instead of everything being inside the folder, its inside a second folder. You need to move the theme files into the higher folder. Instead of being themes/nameoftheme/nameoftheme/themefiles , it should look like
themes/nameoftheme/themefiles . This will solve your problem ??