On windows (if that's what you're using) there should be a "brushes" folder where you installed the GIMP (for example, C:\Program Files\GIMP-2.0\share\gimp\2.0\brushes , but I'm not really sure as I don't have Windows). All you'll have to do is to put the *.gbr and *.gih files on this folder. Then when you launch TheGimp, the new brushes will appear.
I hope it helped
If you still have some problems you could ask me or ask the question on the Gimp User Group forum ( here: [link] )