Right click on the link and select "save link as" This will save a copy of the file to your hard drive (or what ever you specify as a location to save downloads). If you simply click on the link, the contents of the preset will be displayed in your browser window so it's important that you right click and save the file if you want to use it.
Open Adobe Lightroom 3.0 and navigate to the Develop module.
On the left side of your screen, open the Presets panel. Right click on the User Presets and select Import. When you see the import preset dialogue, select the image preset file from the location on your computer where you downloaded it and click on the "import" button. Pretty simple. You can save the file to your desktop or any location on your hard drive you specify when you download the preset.
There's no copyright on my presets, so feel free to tweak on them all you like.
Lightroom 3 Presets
Here are a few of my Adobe Lightroom develop presets. Help yourself.