Are you sure you want to do this?
This is not a theme or plugin fault or bug.
If you are installing your theme or plugin directly from the WordPress dashboard and you get a message that says “Are you sure you want to do this?”, your web server is configured with PHP settings that are too low to allow the theme ZIP file to upload. In short you have a low maximum upload size, blocking the file from being uploaded because it's bigger than the limit your host has placed onto your site.
How to solve the problem?
The easiest workaround is to upload your theme or plugin via FTP to your server. Alternative, contact your host and report them the issue.
Please refer to this tutorial to connect via ftp to your server http://codex.wordpress.org/Uploading_WordPress_to_a_remote_host