They brushes might not be compatible with such a old version as CS2.

I prefer to load my brushes this way, keeps them more organized too:
Quote Originally Posted by cC.RadillacVIII View Post
Move all your abr. files to the location where you have PS installed. For example this is where my PS is installed: C:/Programs/Adobe/Photoshop CS5/Presets/Brushes


When you've moved them to the PS Brush map you'll now be able to open up a list with all your brushes available in PS, and switch freely between them without having to load them separately.


ps. yes I know I have to clean up my brushes, I rarely use them at all