You hit the download and save the file. Then you find where your computer saves downloads (for me with Vista its computer--C:/--Users--aeltari--downloads) Right click and choose extract. Choose where you want the files extracted to. It should be inside your C drive, program files, Adobe, Photoshop, Presets, brushes. Restart Photoshop and they should be there ready to use!
click on download. once downloaded you should have a zip file 'STOCK PHOTOSHOP BRUSHES hair 3 by MaureenOlder'. open and you should find an ABR file . move this in to your photoshop brushes ( program files- adobe- presets- brushes )