That's the wrong folder: images/images/brightgray
There's no need to create a second images folder into the images folder.
What do I do now then? :[
Yeah, that's right. Please rename the folder "brightgray" to "BrightGray".
That's because some images are missing from the theme
postbit_pm.gif for example.
Try looking in the zip again for the missing images and if they aren't there you will need to contact the theme creator.
There has to be a folder named "toplinks" in the directory "BrightGray" with the images for the toplonks inside.
That's because the file star.gif is missing in the images folder.