To load a brush into CS3, you first have to copy the unzipped .abr file that you just downloaded (which may contain more than one brush) into the correct directory. The directory that CS3 uses when searching for .abr files is in your Application Data directory that is stored under your user profile in Windows. The directions I was using were for earlier versions of Photoshop and had an incorrect location. You may have to set your computer to display hidden files and folders to see it. C:\Documents and Settings\Username\Application Data\Adobe\Adobe Photoshop CS3\Presets\Brushes. Username will be something different, usually your own name. Other versions of Photoshop start under the C:\Program Files directory and then it's \Adobe\Adobe Photoshop...
When the .abr files are in the correct Brushes directory for your version, go open up Photoshop and click on the brush tool. Up in the toolbar, there will be the word "Brush" and to the right a picture of the brush that has been selected. To the right of that is a tiny arrow, pointing down. Click on that and you'll get the Brush Preset Picker to pop open. At the top right of that pop-up is an arrow pointing to the right that is inside a circle. Click on that arrow and you'll have a choice of actions. OR, press F5 to pop open the Brushes Palette and click on the tab at the almost top right to get the same set of choices. Clicking at the very top right will close the Palette. You end up with the same choices, but I can't ever remember F5.
From the set of choices, select 'load brushes' and you'll be taken to a pop up window where you can select the .abr file that you just copied into the directory two paragraphs ago. Select the file that you want and click on the Load button. The files will be added on to the bottom of the list of teeny-tiny graphics that you scroll through to select a brush. The numbers at the bottom of the graphics are the size of the graphic, they will duplicate and won't help you keep your brushes sorted out.
I have these lovely large 'stamps' that I've downloaded and unzipped. I've put the .abr files into the correct location and loaded them.
What can I do with them? Lots of things! I can use them with the Pattern Stamp, I can use them with a Brush, I can use them with an Eraser. Depending on which tool I select, I can make a precise stamp, I can make a pale, faint single pressing, I can stamp multiple times in the same spot and get a heavily inked looking image. I can 'paint' with it, creating a spectacular smeary thing. I can select the color I use to stamp or paint with. I can erase completely where I click or I can erase a percentage of the layer where I click. the possibilities are endless.