How do you use downloaded loop packs for Reason 4?

So I got Reason 4 the other day, and I really enjoy it. My only problem is that I cannot figure out how to run .wav files in Dr.Rex loop or Redrum Drum Computer. I downloaded the Amen Break, and I cannot open it in reason 4. When I try to change .wav to .rx2, it says it doesn't exist or it is corrupted. How do I fix this so I can use my downloaded files?