Just adding on to all of this... If ye 'aven't uploaded the particles yet it y'er objects, first things first is ye must put the downloaded particle files in the particle folder. This shall be found inside the media folder. (FH<media<particles)
Next, head to the Object maker. There should be a button on the very first tab that says something along the lines of particles, billboard, or something like that. Once ye 'ave clicked that tab, their will be a whole new menu. The middle tab, shall be where ye upload particles. Just type in the particle's file name and hit upload.
Then head back to y'er objects menu, which ye can do by heading to the first tab on the particles menu and click the objects button, and save y'er new particle to y'er desired object group.
If any of this is confusing ye, I can snap some screenies for ye. {If ye do want some, I will be a while since I am out of the house until most likely 12 or 1 at the latest.} Best of luck with y'er particles deary!