New to brushes

Hi..
i have jsut downloaded a load of brushes (never used brushes before) but some of them dont work even though i downloaded them from a place that said they are for psp.
i use psp 9 and it wont install .abr bruses (says soemthing about file is newer and isnt supported), it also wont instal some of the psp.brush files as it says it is already installed but i have only jsut got it, i know its not there... even soem of the .jbr files wotn install, but a few of the .abr ones do... O.o

this is really confusing me... annoying too cos most of the main ones i want are the .abr and .psp ones that wont install.
is there a reason why it will install some and not others?