Download brushes

My first set of brushes was rust 'n' grunge by Ryan: http://www.deviantart.com/deviation/12075057/
It's very nice for beginners so download this now and save somewhere on disk (it is good idea to create folder called "brushes", and save brushes in it [you can also create various categories like "grunge", "abstract" and so on]).
You can find a lot of brushes here:
http://resources.deviantart.com/applications/psbrushes/
Ok, let's start.

Switch to Brush Tool

(To open sub-menu click with right mouse button)

Replace set of brushes

On the top of the screen, you should see small arrow (1). Click it and brushes menu will open. You can change here between brushes in set (of course we didn't change it yet).

Then find small arrow in circle (2). It will open sub-menu with options of brushes. Click "Replace brushes" (3). Find one set on disk and double click it.

Using brushes

Ok, so you loaded new set of brushes :) Click small arrow (1) and you should see brushes available in this set. Double click on one of them and you can paint something now :)

Rotating brushes

On the top-right of the screen you should see the "Brushes" tab. Click it of course. Then click "Brush Tip Shape" and change the angle. Isn't it easy?

Switching back to default

Same as in step 3, but click "Reset brushes" now.