Sorry - I just spotted what (I think) you're doing wrong. You need to install any third-party (i.e. downloaded) filters/plug-ins in the following folder:
C:\Program Files\Adobe\Adobe Photoshop CS3\Plug-Ins
Do not put them in
C:\Program Files\Adobe\Adobe Photoshop CS3\Plug-Ins\Filters as that is the folder reserved for Photoshop's built-in filters (Blur, Lens Flare, Lighting Effects etc.)
Restart
PS and they should then appear in the
Filters menu.