Need help with Xbox Live account!

My dad got me Scott Pilgrim vs The World the game on his account (as his is the one with money and connected to the harddrive) by buying it off the site. We tried downloading it today and it said it got the theme, whatever that is and I don't know where the game itself could be on the xbox. When we go to game history we didn't see it and Im really sad that its taking so much effort to download one frigging game.