Go into your "Adobe" Folder, then "Photoshop", and then click on "Presets" folder, then click on the "brushes" folder and just save them in there.
Be sure to save the Brush FILE, not the zip or rar pack it probably came in with the readme and all. btw, correction: hard drive, program files, adobe, PS, presets, brushes, PS only, PUT 'em here.
If you recently put them in you need to restart photoshop, oh and you dont have to put them in photoshop only, I don't.