When I install a theme using the WPMU DEV Dashboard plugin, the message that comes up says "Installed & Activated!" I was going to object to the fact that you automatically activate a theme when I just wanted it installed (and when the button just says "Install"), but it turns out the theme wasn't actually activated. It's good that it wasn't activated--please don't make it so themes automatically activate when we click Install--but it's very strange that your confirmation message says "Installed & Activated!" when that's not true. you might want to have it just say "Installed!".
Thanks! And really, please don't have themes activate immediately upon installing. That would be an awful "feature". (Unless you provide two separate Install buttons--one just for installing and one to install and automatically activate.)