If you have not already done so, go to http://mindstorms.lego.com/support/updates/ Follow the directions there to download and install "Dynamic Block Update" and "Legacy Block Library".
There are three steps to get a custom block.:
Instructions for Windows XP
Double click on the download link for the block you want. This will open a dialog box where you select the place to put the downloaded file. Select the place where you want to put the file and download it.
When the file has downloaded, left click on the .zip file to select it. Go to the top of your screen and select "file" and "extract all".
Start the Mindstorms NXT or Mindstorms Edu. NXT program. Start a new program. Go to the top of the windown and select "tools", then "block import and export wizard". Find the uncompressed folder and import it.