They mean:
1.) You cannot install the mod package without causing errors.
2.) On the left side, if the arrow points down that indicates which modify section is causing the error.
In the case where a file has only one modification, the cause is obvious. In the case where a file has multiple modifications the arrows tell you which modifications are the cause of the error.
Again, you should NEVER install any mod package that shows errors, with the single exception of those errors on themes that you do not use and are certain you will never use.
Note: You should take appropriate steps in user permission setup to prevent members from selecting these themes. My own forum is set up that I use only the Curve theme, and members do not have any option (permission) to select any other theme.