Unzip and copy the files to any of the following directories:

Windows XP, Vista, and 7:

Skies - C:\Program Files\SecondLifeViewer2\app_settings\windlight\skies
Water - C:\Program Files\SecondLifeViewer2\app_settings\windlight\water

Windows Vista and 7 :

Skies - C:\Users\USERNAME\AppData\Roaming\SecondLife\user_settings\windlight\skies
Water - C:\Users\USERNAME\AppData\Roaming\SecondLife\user_settings\windlight\water

Mac :
Skies - In the Finder, use Go menu > Go to Folder and paste in: ~/Library/Application Support/SecondLife/user_settings/windlight/skies
Water - Again, use Go > Go to Folder and paste in: ~/Library/Application Support/SecondLife/user_settings/windlight/water

Linux :
The folder that contains the "secondlife" boot script (for example, "~/Desktop/SecondLife-i686-1.21.6.99587/"). Its exact location depends on where you extracted the Viewer .bz2 archive after downloading it.

Restart SecondLife. You will find the new presets in World->Sun->Environment Editor Advanced Sky and Advanced Water