Once you've downloaded one or more scripts, they're easy to install. If the script came in an archive (a file with the extension .zip, .gz, or .bz2), double click on the archive to open it in the GNOME archive manager. Extract the contents to the folder .gnome2/nautilus-scripts in your /home directory.
If, on the other hand, you downloaded a script file just copy it to the scripts directory. Remember that the directory is hidden. To view it within Nautilus, select View > Show Hidden Files.