Just put the jsx-files into the Presets > Scripts-folder.
After restarting Photoshop the Script should be available under File > Scripts and can be assigned a Keyboard Shortcut directly, recorded into an Action or (in CS4 and CS5) be used in a Configurator-Panel.
Configurator buttons can either refer to a Script or contain its code.
If your on windows you can add a link(Windows Shortcut) to Adobe Photoshop Presets\script\ folder to your Phtoshop Scripts tree to link Photoshops script path with your script tree to keep your scripts sepreate from Adobe scripts. Photoshop will includ your Scripts, Plug-ins Scripts and Help in it File>Scripts> List, File>Automate>List and Help>About Plug-ins>List is like adding an additional Plug-in path to Photoshop Preferences.