Make sure you close your MT4 before downloading the True Trend
Download one file at a time by saving them to Indicator Folder inside MT4.
Click on FILE and then Open DATA FOLDER > MQL4 > INDICATOR and save it to that folder.
Do not try to open the file but rather save it there.
Add the indicator to your chart
After you have downloaded the indicator you can add it to chart by clicking:
Insert > Indicators > Custom > and then choosing the True Trend
Or double click on the True Trend from within the Navigator to attach it to the chart.
True Trend Settings