Assuming you’ve already installed jquery-ui this is how you now add a theme.

Go and select a theme at http://jqueryui.com/themeroller/
Download it.

Unzip it and copy the javascript themed file

jquery-ui-rails-js

into your rails javascript dir

jquery-ui-rails-javascript-dir

Copy the theme ‘redmond’ and everything inside

jquery-ui-rails-redmond-css

to your css dir

jquery-ui-rails-css-dir

If all goes well you should have something that looks like this:

jquery-ui-theme-datepicker

Links that help:
http://www.railsdeveloper.net/2010/06/rails-and-jquery-how-to-integrate-jquery-ui-into-your-rails-app/