title: How to install new packages for Mathematica?
body: <p>What is the proper procedure way to install new packages for Mathematica?</p>
  
  <p>In particular, when you download <a href="http://mathworld.wolfram.com/notebooks/GraphTheory/HamiltonianGraph.nb" rel="noreferrer">any</a> notebook from MathWorld, you are are given a <a href="http://library.wolfram.com/infocenter/MathSource/4775" rel="noreferrer">link</a> to Mathworld packages, which is are zip files with dozens of .m files</p>
  
  <p>Where do they go?</p>