Select the brushes you want, then hit Ctrl -C, then go to the Brushes folder and hit Ctrl -V. If that doesn't right work: Right click - Copy, right click - Paste.
Go to your main drive (usually C:\) and then navigate to Program Files and open your GIMP folder, until you get to GIMP 2.6 or whatever, and there should be a folder called Fonts. Open that and copy/paste your downloaded font in there.
I find it best to use the Path tool, and paint a path around the render, make a selection from the path, then either copy/paste to a new layer or invert the selection and hit Ctrl - X. At any rate, Paths are a lot better than Free Selection since they can be edited and be very accurate if you...
Nice tutorial, but I just wanted to add that newer versions of GIMP (2.6 and up, I think) can use .abr files, or Photoshop Brush files. So you don't just have to use GIMP brushes.
Further, you can download plugins from http://registry.gimp.org/ . To install them, just move the download file to...