All you have to do is put the texture file you want in
C:\Program Files\Adobe\Adobe Photoshop X\Presets\Textures (
X represents your Adobe Photoshop version , for example CS3 ).This of course , depends on the pathway that you used to install your copy of Adobe Photoshop .
Remember: I did not create , I do not own , I do not claim any rights to the following material . I will post the source , also.
Wall Grunge Textures