Are you using installshield express edition or premier or professional version, You can check the details under Help tab --> About installshield
InstallShield Express Edition includes two dialog themes. The Premier and Professional editions include additional themes.
For express edition themes you can change it by Navigating to CUSTOMIZE THE SETUP APPEARANCE --> dialogs --> Global dialog theme field (Please refer screenshot)
If you are using professional or premier edition ,you can change the them by go to user interface view --> select Dialogs --> and check theme and you can select your theme.(Please refer screenshot)