if you download brushes from other site, if it is .zip file just extract it, if not stay remain. (remember the folder or location of your downloaded brush) how to extract: right click the .zip file and select extract. after extracting the brushes, go to you photoshop and use now the brush tool then browse the brushes from folder where you placed it before
put them into the following folder C:\Program Files\Adobe\Adobe Photoshop CS2\Presets\Brushes C:\Program Files\Adobe\Adobe Photoshop CS2\Plug-ins
Okay, if you can't still get the brushes into your photoshop from the "dropping in the folder method" Do this. - Open Photoshop - Click on the brush tool - Click on the brush (top area of the toolbar where you can change you brush to different sizes, styles, etc) - Click on the upper right arrow - Then click Load Brushes and load in the files - That should do it
Photoshop plug-ins are .8bf files. After downloading a plug-in, simply place it in the presets>plug-ins folder of the Photoshop’s installation folder (creating a folder with a name defining the plug-in & placing the plug-in files inside the folder will make it more organized).