To install automatically:
1. Open the "System Settings" KDE application.
2. Choose the "Advanced" tab.
3. Go to "Login Manager".
4. Choose "Theme" tab.
5. Click on the "Install new theme" button.
6. Choose the compressed file and click ok.
To install manually:
1. Find the path where the KDM themes are installed. Usually it is: /usr/share/apps/kdm/themes but it depends on your disto and KDE installation.
2. Uncopmress the archive in that folder.
You also may like the Underworld Bootsplash theme: http://www.kde-look.org/content/show.php?content=110258
Image taken from www.skins.be (http://wallpaper.skins.be/kate-beckinsale/22486/1024x768)