How to apply a contrib theme to a Drupal-6 site without changing the administration theme -the contrib theme for the site and Garland for the administration interface- ?
Go to Administer -> Site configuration -> Administration theme. There, you can set the administration theme. If you'd like additional control over the administration theme, use the Admin Theme module.
For the administrator (with UID 1), go into it's user profile (in /user/edit/1) and change the theme, but set the default theme (in /admin/build/themes) to your desired theme.