As I found no clear guideline how to install a new style to a teTex installation, I point out the steps I have done to achieve this:
After you have downloaded the style from CTAN, move the resulting folder to your texmf-local folder. You have to run texhash to rebuild the file caches after this.
The example below assumes tetex from fink.
sudo mv [folder with style files] /sw/etc/texmf.local
sudo texhash
sudo texhash