UPDATED FUGAWI INSTRUCTION HERE: http://fishingstatus.com/places/maps/instructions/fugawi
There are many different units, and many different types of software that Fugawi has to import the GPX files into your unit. You can see them here:
In most cases, you just go to your Waypoints library and Import the GPX file.
You can also convert the GPX or KML file provided in the download to a Fugawi file format using GPSBabel. It is free, and easy to use.
Another option would be to use the GPS Visualizer website to convert either the GPX or KML file to Fugawi format.