It wont work when you just put the files into My_presets. You need to put them in one of the folders inside.. with the numbers 1-12. Be sure you edit the material file that SHOULD have come with the download. Edit it so all the preset numbers will be the same as the number in the folder name.
If there was only one file, you need to put it in the Presets folder. Then it should already be exported. In that case, you can only use it if the file is named YOURUSERNAME_NUMBER.fhp