Google is your friend.
Installing actions PSE5. First make sure that the "Show hidden folders and files" option is turned on in Windows. Then create a Shortcut on the desk top to:
C: Documents and Settings>All Users>Application Data>Adobe>Photoshop Elements>5.0>Photo Creations>Special Effects>Photo Effects
To install an action just create a new folder (if you need to), pop the .atn file (or files) in it and then drop the folder on the shortcut ... restart Elements and the action then shows up in Special Effects>Photo Effects.