You can't load it in skin studio. You might be able to import the individual parts into SKS (skin studio) , but the end product wouldn't qualify for upload, it would be for your use only.

I don't personally have the experience with SKS to help you further.

Have you considered just using Aston2 to load it?

No way to port it into SKS, Mally. I'm afraid you'll have to disassemble the .pngs in the .a2theme file and drop 'em back into a Windowblind. Keep in mind WB's use .tgas instead of .pngs but there shouldn't be any problem with the conversion. Also, most A2 theme images are pretty much named the same as images used in a Windowblind (startmenu, tray, task, etc.) so there shouldn't be a big problem with associating which images go where. Obviously there won't be nearly as many images as in a typical WB and you'll have to create your own matching window images (frames, buttons, etc.), shell images (XP), shutdown/logoff images, etc. since Aston doesn't skin those elements but you sound pretty clever so I don't think you'll have that much trouble with it. Good luck! 

The process you are attempting is called 'porting' .... the conversion/adoption of another person's graphics from one program into another.

It's a very common occurrence in the skinning / GUI modding game but it comes with one restriction....that of the rights of/for redistribution.  That's specifically a copyright issue.

The artist responsible for the Aston shell graphics you wish to 'insert' into Windowblinds via Skinstudio would need to be contacted for consent if you wished to distribute the resulting WB skin via upload to the web [here].

This process is very common within the alternate shell fraternity [Litestep is a prime example], though it's also common for 'themed' skins to be adapted/ported from Windowblinds into other proggies such as Winamp, etc.