No problem!

Download this quick 5 minute video tutorial I did on this subject
https://www.ragecgi.com/public/ImportShaders.zip
About 3.5 Meg.


For those who don't want to download the vid:
Simply place all of your downloaded shaders into a folder,
and when you want to use them in Maya on an object, do this:

1. Open the Hypershade
You can find this by going to: Window > Rendering Editors > Hypershade

2. Then, when the Hypershade opens, go to FILE > Import.

3. Browse to your folder of shaders, and choose one.

4. The chosen shader will appear in the big Materials area.

5. Select your object(s).

6. In the hypershade, RIGHT-CLICk over your imported shader,
and choose "Asign Materials to Selection".

That's it!

Enjoy!