OK Guys, Lets take this one step at a time. After crunching hours, I did apply the Codeplex template to my project.
(This may sound simple for others.(anyways for the sake of beginners like me!)
First,
1) Right click the references tab (found under the solution explorer of your project).
2) Click "Add Reference" and navigate to the 'Browse' tab and choose WPFToolkit.dll
3) This is the trickiest part. For this, download the WPFToolKit.msi from codeplex 1 Link.
4) You will need .net 3.5 sp1 framework for this.Refer to my answer at 1 Warning here
5) After successful installation, you will be shown nothing except the installation status.
6) So now, for the WPFTookKit.dll browse your program files. For me, it was found in "C:\Program Files\WPF Toolkit\v3.5.50211.1"
7) After this has been done, follow the next step of adding the xaml file to your project.
8) As Oleg said, right-click on the project in the Solution Explorer, choose Add --> Existing File and select the appropriate .xaml file (In my case I used a expression dark template from here )
9)Now double click the App.XAML file and under add the following entry [] without '[' and ']'.
10) Refresh MAINWINDOW.XAML and by this time, your theme should have been applied.