Guess you're gonna have to switch to pc....
Or you could probably double click them in Bridge (or if that don't work, try dragging from Bridge to AE).
I thought you used to be able to Browse for presets and Apply them via a menu in AE (which I don't have open here...).
If you still can't get it to work, do what you should have done in the first place - Read The Manual/Search the help..
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The default location on Mac is Applications:Adobe After Effects CS4:Support Files:Presets. Note, that presets from newer versions of AE will not be compatible with older ones and thus may not show up or you may not be abel to apply them. Also open up the Effects&Presets palette to initialize them correctly so the program knows they are there and you can use them. Especially the more complex presets can often only be applied by drag&drop from that palette to the layer.
Thank you Mylenium,
This was still helpful 8 years after your reply (I'm using After Effects CC2017 (on a mac in reference to the reply before yours)).
Just reiterating: I dragged the .ffx file into the Adobe After Effects Preset folder and then refreshed Effects&Presets folder within After Effects because it was already open.