How to put a Worpdpress theme in spanish (having the po file)?

Question

I am building a Wordpress blog system in Spanish and I'd like to have the default theme also translated to "es_ES". I am already running this Wordpress installation in Spanish. What I'd like to know is how to do the same with the default theme (twenty-eleven).

This site allows us to download the po file with the translation: http://translate.wordpress.org/projects/wp/3.2.x/twentyeleven/es/default

But I don't know what to do next.

Thanks.