Assuming you are running
PS under Windows...
* Open the image to which you want to apply the action. If this is your only copy, I'd duplicate it and close the original. That way if the action completely hoses the image, you still have the original.
* F9 (or Window > Actions) to show the Actions Palette if it is not already visible.
* From the Actions Palette menu (black arrow/top-right), choose Load Actions...
* Navigate to whereever you unzipped the .atn file.
* In the Load Actions window select (click on) the .atn file and click OK. This copies the file into Photoshop.
* The gray bar is an Action Set (folder that contains individual actions). Click the arrow to its left to expand it.
* Inside the action set are the actions (white bars, text indented slightly).
* Click on (highlight) the action (white bar).
* Click the triangle at the bottom of the actions palette to "play" the action.
PS will start executing the recorded commands.
Hope this gets you moving...
~Danny~