I will discuss nonlinear and convective theoretical models for radial pulsating stars that populate the 'Classical Instability Strip' (IS). In particular I will concentrate on the pulsation properties of an important class of radially pulsating stars: Classical Cepheids. A brief overview on the origin of the relationships between the stellar physical parameters, namely mass, luminosity and effective temperature, and the pulsation period of Cepheids will be discussed. These relations (Period-Luminosity-Color, Wesenheit and Period Luminosity) allow us to use Cepheid stars as primary distance indicators and to calibrate fundamental secondary distance indicators such as the peak luminosity of the SN Ia. Particular care will be devoted to the still debated problem of the universality of the PL relation, as well as to the evidences of its nonlinearity for periods longer than 10 days. I will show also the final result, obtained with our theoretical models, on the distance modulus of a very striking object like the Blue Compact Dwarf galaxy: IZw18.