If you are on CS2 then there is a great video showing
where to install it.I have heard that the newest Windows operating system has moved some folders and so the best way to find the location on any operating system is to try saving a Preset on your own and it will direct you to the folder on your computer that the Brilliant Presets need to be dropped into.
Here is another post about it. Isn't OSP great. Just about everything anybody could imagine can be found here within minutes so if you find yourself thrashing around be sure to hop on and see if someone else has already suffered through it for you.