1) Select the .atn file that came in your download folder. Press CTRL+C to copy it.
2) Navigate to your Photoshop Actions folder on your computer (C:\Program Files\Adobe\Photoshop CS\Presets\Photoshop Actions) (You could load it straight from the download folder, but it’s a good idea to keep a copy of all your actions in the Photoshop Actions folder.)
3) Press CTRL+V to paste the action into the Photoshop Actions folder.
4) Launch Photoshop.
5) Click on the Actions tab. You’ll see a list of actions that come preinstalled with Photoshop. Now click on the little arrow button on the top right corner of the Actions palette and select “Load action”.
6) Look for the ATN file you just saved when the pop up file browser comes up,
7) Once you’ve found the .atn file, select “Load”.
Here's a video: