If you don't see a "my_custom_stuff" folder - create it and go into it
If you don't see a "resource" folder - create it and go into it
Extract the contents of the zip file you just downloaded into your resource folder.
Start your game!
Want to remove your crosshair?
Just delete the files you put into your custom folder. Easy peasy.
It's not working, help!
The most common problem people have getting the crosshairs to work is not placing the files into the correct folder. The files must go into your custom resource folder. They can't go into a sub-folder, or be renamed, or anything else. Double check you followed the installation instructions!
Many thanks to Greg Coomer, mooseman, footsteps, rjdriver/Cerberus, D-eagl-E, -{gdwg} -Guybrush Threepwood, Butch and misheps for their crosshairs, and everyone who helped test it.