to 'load'the PS brushes, you need to put the files (un zip them if they are zipped) into the following directory:
C:\Program Files\Adobe\Adobe Photoshop CS2\Presets\Brushes
then to open them, just go to the brush tool andclick the down arrow next to the sizes at the top of the main window, you will see a circle wiht a triangle pointed to the right in the top right corner, click that and select your brush set (or append it or whatever)