Ahh ... that's the machine I WANTED, my husband surprised me by buying the 950.
Your machine takes either a memory card OR a USB.
When you download the files to your PC, make a new folder on your desktop called "Embroidery Designs" and save all of your downloaded files there. Most of the sites I use give you a choice of what file type you want to download as - you want PES.
Unless you have some kind of embroidery software loaded on your PC, you will not be able to open or view the PES files. But when you look at the folder you will see the name of the file listed to know that it is indeed there.
When your ready, copy (don't cut & paste!) your file to either the memory stick or the USB. I can't walk you through opening it on your sewing machine cause I don't have that model.
As far as software on your PC to view and/or modify embroidery designs, and make your own - there are plenty out there. Some are quite pricey, but thanks to a board member I found one that is free. If interested ... ask and I'll drop a few notes about that. Or you can do a search here on the board on Sierra Design Era (that's what it's called). I have it and have had *some* success with it, have also had some cussing sessions :)
Have fun!!