If you download the files, and they are .zip, you need to extract them out of that .zip so they are a regular folder.
Next put them in the Alice/Required/Gallery, make sure they have their .a2c extensions when you downloaded them (if doing indivisual files) or else it won't work.
Make sure the objects are named what you want them to appear in your local gallery. Now in the alice add objects drag one into your 3d space (make sure that you are in LOCAL gallery, because they wont' be in your web gallery.)
That's pretty much it. If you get an error throw us a screenshot! (here, better do this in case you ask me how to upload an image:
http://lmgtfy.com/?q=Imageshack lolol)