OS X (Mavericks): Copy the ICC-profiles to
Macintosh HD/Users/[username]/Library/ColorSync/Profiles
Note: In OS X 10.7 (Lion) and newer is the Library folder normally hidden, but on can open it by keeping the ALT-key while clicking Go in the menu, and then choose Library.
Vista/Windows 7: Right click with the mouse on the ICC profile. Then choose “Install Profile”. The ICC profile is automatically being copied to: Windows\System32\Spool\Drivers\Color