If you download from the Exchange, all Bodyshop custom content is offered on sims, so you end up downloading sims2pack files which automatically installs into your Downloads folder and makes a mess.
The content you download from this, and most other sites, is in RAR or ZIP format. You actually need to uncompress the files you download and manually put the resulting .package files into your Downlaods folder. Less mess, filenames you can actually understand.
Reading through a tutorial on how to get custom content into your game might help:
http://www.sims2wiki.info/wiki.php?title=Game_Help:Downloading_for_Fracking_Idiots