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First, you should download the preferred Joomla 2.5 template on your local computer. You can search for one in the Joomla 2.5 free download templates list here.
Then log in your Joomla 2.5 admin area and navigate to Extensions -> Extension Manager. Click on the Browsebutton, find the template archive file and click on Upload & Install.
After this navigate to Extensions -> Template Manager and make the new template default for your web site.