The directory /usr/share/themes is owned by user root. So you need to do:
su (then enter the ROOT password, possibly blagblag)
cp -a /home/bob/mynewtheme /usr/share/themes/
That should do it. You need to change "bob" to your username and "mynewtheme" to the name of your theme folder.
Also note, you don't have to copy the theme to that folder to use it if only one user is going to use it. You only need to copy it to /usr/share/themes if more than one user on the system is going to use the theme.