Comment on WordPress Widgets Tutorial by SEO Dave.
Use an FTP program to reupload the entire unzipped /stallion-seo-theme/ directory into /wp-content/themes/ so it uploads over your current Stallion folder.
When you extract the zip file make sure there are no errors (might be a corrupted download). If you do get an extraction error grab the latest Stallion zip file and use that.
What appears to be missing are the image files under /stallion-seo-theme/images/ which is why you are missing all the Stallion Grey colour scheme images including the image that goes behind the sidebar headers, comment link, search form and others: your footer lacks it’s background image so the text can’t be seen as well.