I've never used GIMP so I don't know specifically, but
this thread has information on doing it in Photoshop. You could have a look and see if you can find something familiar.
If I was you I would have a look in
"My Computer" >> "Local Disk (C:)" >> "Program Files" and then look for GIMP (might be under a folder of it's creator like how Photoshop is put into a folder of Adobe first). In the GIMP folder look for another folder called something like Brushes (in photoshop it's inside a "Presets" folder, but I'm not sure if it'd be the same, I'd check all folders). If you find a "Brushes" folder you should just need to save your new brushes in there (not in a zip folder but once they're been exported) and then open GIMP and open the new brushes.
If you didn't understand that check out
Tanya's tutorial (which I linked to up there too) because it has lovely screen caps ;D
Unfortunately I have no idea if that'll work or not because I don't have GIMP so I've never tried it :-/ But it shouldn't take too long to see if you can find a brushes folder, so I'd definitely check it out.
Sorry I couldn't be of more help!
Cat
