Save the files pst-circ.sty|.tex in a directory, which is part of your 
local TeX tree. pst-circ.pro should be saved in ../texmf/dvips/pstricks/
Then do not forget to run texhash to update this tree.
pst-circ needs pst-plot and pst-tricks, which should be part of your
local TeX installation, otherwise get it from a CTAN server, f.ex.
ftp://ftp.dante.de