Hi fiona.

If you mean that you downloaded the images from the download page of Export Content.
This is not an install it is just the site images zipped so they are easy to collect.

You should download them locally and unzip them and FTP them into place.

The other image button on the download page is a list of images and their paths that are used in your sections, categories and articles and is a reference to let you know the paths that are required.

This is because the "mosimage" tag is no longer used in Joomla 1.5 so when compiling the data Export Content changes all "mosimage" tags to proper <img> tags with the paths.