If you're still wondering how to get the brushes into GIMP, here's what I do.
After you download them, open up the folder that holds the brush set you've just downloaded, then copy them all.
After you do that, go to your GIMP Folder, open up Brushes, and paste the brushes you've just downloaded into the folder. Once that's done, the next time you start GIMP, the brushes will be there. If GIMP is already running when you added the brushes, just click on the 'Refresh Brushes' button in the tab that has your brushes, and they will pop up.
Hope this helps! =D