You are installing the items once you download, right? I don't have P3, so I don't know how exactly it works, but for P4, once you download you need to unzip/extract the items into the proper libraries. CR2 goes to Figures, PZ2 to Pose, PP2 goes to Props, FC2 to Face, HD2 to Hands, HR2 to Hair, CM2 to Camera, LT2 to Light, OBJ to Geometries and textures(jpg, ect.) to Textures or wherever you want.