2) unzip the files into the "Sample Projects" folder of your particleIllusion 3 folder (or put it in any folder, really)
3) When you load some of these projects, you'll get "missing image" messages. In most cases you want to click "yes" on the "find the images?" question, then just click "OK" -- the file dialog is probably already pointing to the right location.
The only exception to this is in the "lower 3rd" project -- I forgot to remove the "interview" footage from the project, so you may not be able to find that one. So when it asks about "interview", click "yes", but if it can't find the image (one image is there -- not the whole sequence) just cancel the dialog. When it asks about "fill.png" click "yes" (important!).
4) Save the project after the images have been found so you won't have to do this again.
There are some great example projects there. Thanks to Aharon and Elvis for putting some of them together.