downloading materials

Hello, can any one help me with downloading materials from this site http://www.tellim.com/texture_cd/html/menu2.html. I choose a material and it opens it in blender. Shows a UV Sphere. I click on the materials icon and it shows the material. I want to know how to save this material for use with other objects?

Instead of opening the file, go to file->Append, navigate to the material .blend file, go to materials, and select the one you wish to import. You’ll be able to find it under the selectable materials in your material tab after that.