[MiKTeX] Question about additional packages such as psfrag

[<kat...@tn...>]

Hello,

I have copied all files in the psfrag package to 
c:\texmf\tex\latex\psfrag, including psfrag.pro. But when I try to compile 
a document including psfrag commands, I get the message that MiKTeX cannot 
find the headerfile psfrag.pro. However, it is there.... I have run 
"refresh file name database" with no result. Have I put the files in the 
wrong location? What else could be wrong? Where are new packages supposed 
to be saved? 

Greetings Katrine