Step 1. To start off go to the directory where you have installed your Photoshop. The default should be C:/Programs Files/Adobe/Photoshop x.x.
Step 2. Once you are in the Photoshop directory go to Plug-Ins folder and then to the Filters folder. Now drop your downloaded Filter in this Filters folder and open your Photoshop.
Step 2a:
Step 2b:
Step 2c:
Step 3. When your Photoshop is open click on the Filter drop down menu and then you will be able to find the filter you have just added down the bottom of the list like displayed below with the Remove White plug-in I've added.
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