1. Put both GI_Joe.mel and GIJoe.lights in your user scripts folder (Home, maya/scripts).
2. Open up GI_Joe.mel in a text editor. Edit the path on line 57 to match the path to the GIJoe.lights file. The entire line should look like this:
string $pathL = "/Users/_userName_/Library/Preferences/AliasWavefront/maya/scripts/GIJoe.lights"
Be sure to replace _userName_ with your own.
3. Save the file. If you are using TextEdit, make sure you save it without the .txt extention. If it does save it that way, just rename the file in the finder.
4. In Maya, run the command "GI_Joe" from the command line or the script editor.