Thanks for getting back to me. You are right the problem is my end.
As I was on this forum I went to one or two sites that other people had listed and downloaded some actions from the Action Xchange
http://webdesign.about.com/cs/photoshopactions/
to try them out and although they are for Photoshop6 as I had just started to use Photoshop7 I thought I would try them.
I downloaded about six to try and none of them work, but on reading the advice from yourselves saying I should not have a problem I have successfully installed actions I have been using from my version of 6 and all is ok. Even the Artist Keys from the Photoshop 5 Artistry book by (Barry Haynes/Wendy Crumpler) work all right so for some reason I may have downloaded a corrupted set.
I should have tried what I know to work first before trying something unknown.
Thanks for your help.