noob help with importin to 3ds max

ok so sorry about the noob question but am new to this:) searched round and couldnt find no answer to my question, which is:

i have purchased the 3d studio max script in sl and i am trying to o the folowing

1. First buy the here 3D Maxscript on SL Exchange and unzip the zip file to a folder on your PC.
2. Now copy all files to “…\3dMax\scripts\Startup” (look on your pc where 3dmax was installed).

how do i do this? i have the items in my inventory in sl but have no zip file to unzip.

any help for this noob would be greatly appreciated. thank you