Don't use the About.com or whatever it is i'll tell how the very very easy way. I don't know how with the explorer but with mozilla because you need the ''Downloads''.
Step 1 : Download the region
Step 2 : The ''Download Menu'' will come soon.
Step 3 : Then press '' Open'' it will go to a place I don't remember it's name...
Step 4 : Then drag it to documents.
Step 5 : Drag it to ''SimCity4''
Step 6 : Drag it to ''Regions'' and press the X button, Because your done.
Step 7 : If SimCity was on then turn it off and restart
Step 8 : Enjoy and don't use the Ctrl + Alt + Shift + R it does not work. Unless your geek and got it right.