Themes in KDE 2.0 is not as easy as in KDE 1.x, but you can find some (well hidden) tips at
http://kde.themes.org
KDE 2.1 (beta) has, as far as I know, a better Theme Manager. I haven't installed the 2.1-beta on my Mandrake 7.2 yet, since I got problems installing the 2.0.1 RPMs.
(I may find some time for this during the X-mas holiday
)