How can I change Gnome Shell theme?

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http://askubuntu.com – I've installed the Gnome Shell in Ubuntu 12.04 and I want to change the "Shell Theme", But it doesn't allow me to do that. The alert says something like:" The Gnome-Shell extension is not activated", and I want to install it with the console, But it returns me an error. How can I solve this problem? (HowTos)