Gradients

I'm having trouble with gradients....when I go through a tutorial for making icons, I go through all of the steps until it says "add this gradient" that's from another site. Now, I'm very new to Photoshop, so I'm not sure how to do it. I've tried saving the gradient to my comp and choosing "load gradient...", but then the file of the gradient is not highlighted and unable to be selected. Does anyone know how to get a gradient from a file?