OK say we were doing a texture mod it would say something like CHARS_T_BODY.rez
All you have to do is go to your Combat Arms install Directory and go to the folder called GAME...Locate the file name which you downloaded.
Create a folder called backups (or wateva) and place on your desktop.
Then copy the CHARS_T_BODY.rez file into folder on desktop.
After this its basically copy and paste the downloaded file into ur game directory and say yes to OVERWRITE it...
BUT MAKE SURE YOU ALWAYS BACKUP THE FILES UR ABOUT TO OVERWRITE
just so you can undo ur mod if you do not like.