ohhhhhh
theyre pretty easy as well, just open up hypershade, go to file>import then select the .ma/.mb shader file you have
it should appear in the top part of your hypershade window (this is for downloaded shaders)
the ones you're talking about (comes with maya) to use them in the bottom part of your hypershade window there are 2 tabs, one called "Work area" and another called "shader library" click on the second tab and all ur shaders are in there
then do what darkware said, middle click drag into the top, then assign it to a model