pstricks-add redefines a lot of the pstricks macros and uses the extended 
version of the keyval package. So be sure that you 
- pstricks-add depends on the pstricks.pro Version 1.05, 2008/06/25
  you can get it from http://perce.de/LaTeX/pstricks/ or CTAN
- load pstricks-add as last pstricks related package
- have installed xkeyval with the special pst-xkey
  (CTAN: tex-archive/macros/latex/contrib/xkeyval/)
- do not load another package after pstricks-add, which loads
  the old keyval.sty or pst-key.tex

pstricks-add collects a lot of the code which was posted
to the pstricks mailing list and has some more new features:

- pstricks
   o random dots
   O braces
   o define and calculate colors on PS side
   o Gouraud shading
   o braces as node connection/linestyle
   o line style bar
   o lines, drawn "by hand"
   o arrows, arrows, arrows, ...

- pst-plot
   o new syntax for \psplot and \psparametricplot
   o new environment psgraph
   o new macro pstScalePoints
   o new option for logarithmic axes
   o new macro and options for ticklines
   o new plot option bar and option barwidth
   o new options step, start end for plotting data files
   o new options xLabel, yLabel
   o new option plotNo for multiple data files x y1 y2 y3 ...
   o new macro psplotTangent
   o new macro psplotDiffEqn
   o new option algebraic for infix notation
   o new option changeOrder 

- pst-node
   o new macro nclineII for a two-colored line
   o new option lineAngle for ncdiag
   o new macros for interpolation nodes
     and linear combination of two vectors
   o new macro ncbarr (line with 5 segments)


pstricks-add.pro    : the prolog file for pstricks-add
pstricks-add-doc.tex: the included doc file
pst-fp.tex          : for floating point multiplication and division

Save the files pstricks-add.sty|pro|tex and pst-fp.tex in a directory, 
which is part of your  local TeX tree. The pro file should go 
into $TEXMF/dvips/pstricks/
Then do not forget to run texhash to update this tree.
For more information  see the documentation of your LATEX distribution 
on installing packages into your local TeX system or read the 
TeX Frequently Asked Questions:
(http://www.tex.ac.uk/cgi-bin/texfaq2html?label=instpackages).