maralene aldridge

i have a brother SE600 and just cannot seem to get purchased fonts into my machine.  I purchase, download, unzip, copy the PES file to my flash drive then when i insert into machine it displays folders (side, middle letters) but cannot view any letters or open the folders.

I have used all the monogram fonts that came on my machine and want a fancier monogram for granddaughter.  

Hope someone can tell me what I am doing wrong!