Well, for some reason Filter Factory can be a bit tricky to install.

Sometimes they will show in PSP and sometimes they wont.
Half the reason is because they are not the typical 8bf files that most filters are.

Now there are 2 ways you can make sure they will show in PSP.

1. Download the Plugin Commander that is offered for download with the filters.
   Unfortunately I do not know or understand how this works, so you will have to read what they say.

2. You can install them into Filters Unlimited. If you do not have this filter you can get it here.
   When installed Filters Unlimited may be listed as I.C.NET Software.
   Unzip your Filter Factory to its own folder within your plugins folder (either in PSP or outside folder)
   Open PSP, open any image, Effects, Plugins,  I.C.Net Software.
   Look at the bottom of your screen and you will see a buttonthat says import.
   
   Click this, and then broswe for your Filter Factory folder and open the file.
   It will then automatically load into Filters Unlimited.
   
   Hope this helps!