The only way Fruity Loops can find these samples automatically so it shows up in the samples "Browser" section of Fruity Loops, you have to place these soundfonts in the the "Data," then "Patches" Folder of Fruity Loop's install directory.
For example, if you have FL Studio 6, the exact location to place any of your soundfonts so FL can locate them automatically would be:
C:\Program Files\Image-Line\FL Studio 6\Data\Patches\Soundfonts
So if the soundfonts you downloaded are in .zip files, just extract them to that location above, if their not in .zip files, well then just move them to that folder and your set.
Otherwise if you don't do that, your going to have to load up the Fruity Soundfont player, then find the individual samples manually. It's not wrong, it's just a little less organized.