You should read the article below to fully understand the difference and pros and cons between WordPress.org (where all themes an plugins are available) and WordPress.com the service side.
http://diythemes.com/thesis/rtfm/differences-wordpress-com-org/
WordPress.com does not let you use all the plugins or themes beyond their own limited selection. It is a fairly closed system.
It has some advantages, but if you want the freedom to use any WordPress theme or plugin, you need to use another host provider.
@weaver may have more on what makes a theme be available on wordpress.com