To load a photoshop brush in Adobe Photoshop CS/Cs2.., first select a brush tool, from the main tools panel.
Once the brush tool has been selected, we need to access the tools menu found at the top of the page. Click on the small button highlighted again in red shown below.

Click on the small arrow on the right, this will open another menu panel, from there we can now load the new brushes..

Then select 'Load Brushes' then select the photoshop brushes you want to load. All you need to do is locate the .abr file on your machine.
And thats it, lots of things to click on but once you get used to it you can do it pretty fast.
Once the new photoshop brushes are loaded you can select them by using the menu panel