How can I change GNOME Shell theme?

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?

Follow these steps:

Install GNOME Shell extensions & GNOME Tweak Tool:

• Hit Alt+Ctrl+T to open terminal and run following commands:

  sudo apt-get install gnome-shell-extensions gnome-tweak-tool
  

Download GNOME Shell Theme:

You can find lots of GNOME Shell themes on Gnome-Look.org

How to change the GNOME Shell theme?

• Once installed, Click on Activities on top panel and search for "Advanced Settings" (or "Tweaks" or "Tweak Tool") and open it.
• Under Shell Extensions enable User Themes extension (if it's not installed, you can install it from here) by clicking on ON/OFF switch.

• Close 'GNOME Tweak Tool' and reopen it, Open themes settings, Click on browse button in front of Shell Theme and select your custom theme, Once updated click on drop down menu in front of browse button and select your theme. You'll see the changes take effect immediately. That's it!