Once you've downloaded the brushes you should click start --> My Computer --> C: --> GIMP (Mine says GIMP 2.0) --> Share --> Gimp --> 2.0 --> Brushes. Just cut and paste them there. Then open Gimp. If you already have it opened, you need to close it and reopen it. be sure to save your work. If you don't add a .jpg, .gif, .png, etc... it will automatically save it as a gimp file and when you open it all your layers will be just how you left them.