Applying downloaded materials?

I downloaded a few material blends from this site, but I have no idea how to apply them to other objects, help?

I apologies for the noobishness, I only started Blender a few weeks ago and haven’t had much time to do anything other then the modeling aspect.

you can append them to your file

Shift + F1
navigate to the material you want
and then you can select it in the arrow next to the add material button

http://wiki.blender.org/index.php/Manual/Using_Linked_Libraries