Photoshop Brushes are not backwards compatible, so if a brush file was created in a version more recently released than your version, you may have problems loading the .abr file. The good news is that there is a simple workaround.
Open the .png files included with the brush set.
Use the Rectangular Marquee Tool to select the area you want to make into a brush.
Choose Edit > Define Brush Preset and name your brush.
Once you've made brushes from each of the .png files, you'll want to save them as a set.
Select Edit > Preset Manager.
Select the items at the bottom of the palette that you want to make into a set.
Use Ctrl + Click (Mac: Cmd + Click) to select several items.
Select "Save Set."
Name and save the set.
In some versions of Photoshop, the Preset Manager can be accessed by selecting the brush tool.
Click the down-arrow next to the brush shape in the Options Bar.
Select the right-facing arrow from the drop-down menu.
Select "Preset Manager."