Save the files pst-ovl.sty|.tex| in a directory, which is part of your 
local TeX ovl. Then do not forget to run texhash to update this ovl
if these packages are new to your TeX distribution.
For more information  see the documentation of your LaTeX distribution 
on installing packages into your LaTeX distribution or the 
TeX Frequently Asked Questions:
(http://www.tex.ac.uk/cgi-bin/texfaq2html?label=instpackages).

pst-ovl needs pstricks, which should be part of your
local TeX installation, otherwise get it from a CTAN server, f.ex.
http://mirror.ctan.org/graphics/pstricks/