Im not an expert but it works for me. On the website you got it from, there should be some flie names and maybe some which are distinguished from the others. the ones which look similar to the old ones you dowloaded. e.g if u downloaded baldmaster it will comeup on the import manager warcraft3imported\baldmaster.blp or something. on the website it will say baldmaster.blp so you know you have to change to that (you double click it and tick custom path). After you have done all of them you import the rest of the files you dowlowded and leave them as they are if it does not say to change them on the website. After this all you need to do is save you map you put them on and close the world editor. when you open it up put it on a unit and it should work.
Be careful though, i did a really good map that took ages and i put models on, and when i came back it wouldn't open