[Tamlin]

Click the Actions tab in the palette workspace (usually on the right side of the screen) to bring the Actions palette to the front (it's in the same group of pallettes as the History palette). You'll probably have the Default Actions folder there, so click on it to expand it and you'll see a bunch of Actions. Click on the one you want to run to select it, then click the Play selection button at the bottom of the palette (looks like a little triangle) to run it. Note that for some actions, you'll need an image loaded.

To load more actions (such as the ones you can download from the Resources section here), click the little triangle at the top of the Actions palette and select from the list of installed Actions (if you have copied the files to your Photoshop Actions folder), or select Load Actions... to browse for one elsewhere.

Hope this is clear - if you still don't understand anything, just ask!