Once you unzip the files, you need to put them into the correct directory and then they will just be there when you open Photoshop. They don't work like regular files, where you click on them to open/use them.
I have a tutorial on Photoshop brushes on my website (ObsidianDawn.com) that will explain how to install them.
So sorry for the delayed reply, but hopefully you got it working. As it says in my journal, I really don't check my notes on DA that often!
Happy Holidays!