I used Ocean Mist in my WordPress.com site and had no problems. I moved to a hosted site and used the instal in the interface. In the Appearance section there is no option to change the header and not widgets. It says it is not widget awar and see instructions but the page it links to is very complicated. How can I get the same functionality in the hosted version?
Sorry, you are in the wrong forum and need to head over to http://wordpress.ORG/support/ as that blog is self-hosted and self-hosted wordpress blogs using the software from wordpress.ORG are supported there.
These forums are for those hosted here on the wordpress.COM free hosting service and things here work differently and our answers typically will not work for you.