Awwwww!!! that's so sweet that you're new to custom content

(sorry, i just remember the first time i freaked out about downloading).
In your My Documents folder, you'll find another folder called EA Games, and inside that, one called The Sims 2. If you don't have a folder called Downloads (typed just like i did), make one. Then, you can put your custom content inside it. Make sure you've opened the files with a file extractor first. All files in the Downloads folder should have the extension .package.
If you want some good sims custom content sites, look at my delicious here:
http://delicious.com/milkiemybaby13of course, there's more stuff out there, and on this site you'll find some great downloads.
and it's better if you stay away from the sims exchange. it seems cool at first but then later you'll wish you'd never been there.
Good luck and happy simming!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!