WordPress themes...

How the heck do you change the theme in WPress...?? I have found one I want to try out (don't really like it but I am learning how to do this). The instructions say:

Installation
Upload the folder to wp-content/themes, click on “Presentation” in the administration panel and select it from the list. Simple.

1 - I dont see a wp-content/themes directory - so I made one
2 - I don't see Presentation in the admin panel - wtf???

Any ideas...?

It may be the version of WP isn't the same. The version I use, just uses a wp-layout.css stylesheet. Really easy to customize :) I have done a bunch myself in the last 2 weeks for friends.