it's not confusing at all
when you dl brushes at a site they should have a tutorial someowhere telling you how to add brushes

and i already told you above where the font folder is
all you gotta do is be patient
but for you lazy people i'll tell you where the brush folders are
PHOTOSHOP
C:\Program files\Adobe\Photoshop CS2\Presets\Brushes
PAINT SHOP PRO
C:\Program files\Corel\Paint Shop Pro X\Brushes
i should write my own tutorial
