Right click each dance and drag it to the open hud. If you bought them on Marketplace, they are in your Marketplace folder. You can search by name or if you recently bought them and did not log out, you can find them in your recent folder.
Go to your inventory and locate your dances. Once you have the hud on the ground, you right click and open it. Huds are often very small, so watch where you place it. To load a dance hud, or any animation hud in second life, you take the hud out of inventory and place it on the ground in a location that allows you to build, usually at home or a public sandbox.
