FuzzyDoom, I'm not using the graphics tilesets because they won't work for me in the latest version... I'm running windows XP. That's why I ended up making my own tileset (2 posts back). I like mine because of the way the dwarves flash to a shield and spear when fighting and the other little things that happen when the game selects an inverse of the picture, but you could use anybody's tileset just by copying the picture. You don't have to download anything.
To use a tileset, right-click on the image and select 'Copy Image' on the drop down menu. Then open up Paint, go to Image, then Attributes, and set it to 256x256. Then go to Edit -> Paste to paste the image you just copied into there. Save the file. In your Dwarf Fortress setup, there should be a subfolder for 'data' and another for 'art'. Put it there as a .bmp file. The final step is to modify your init file to point at the new tileset. The file is in the 'init' folder which is also a subfolder for 'data'. Change the part that has 'curses16x16' to point to your .bmp. You could mess with the other settings in the init file but it's a good idea to make a backup first, even though things there are well-documented and pretty self-explanatory.