Hi,
If you downloaded some external BSMX files (say to your download directory) what I recommend is to simply open them in place using the "Open" command. Once you have the file open, select the recipes you want to store permanently and copy/paste them into your "My Recipes" folder (or a subfolder of that). That will keep them for you.
Then you can close the downloaded file and delete it if you wish - since you already have the recipes you want stored.
For backup purposes, all of the BeerSmith files are in the Documents/BeerSmith2 folder, though I don't recommend dumping your downloaded files here.
Brad