If they are backgrounds you put them in Documents/Stardock/Objectdock Library/Backgrounds.Alternately you can put them in C/Program Files/Stardock/Objectdock/Backgrounds. That's with Vista,XP should be about the same thing.
Then open OD config,select the background and apply.
Same goes for icons but in the icons folder.
Note:Some things like running indicators must be put into Program files to function properly.
