Usually when you work with creating and saving your presets, there are two paths. One is to save the presets using the plug-in’s own preset system, and save them to a known location. This is the cross-platform way, as the plug-in systems are designed to work with both MaOSX and Windows, and their internal presets are saved in a specific format.
However, Logic also has an aupreset format, you save this from the plug-in window itself? When is this useful? Well, in the new Logic Pro 8, when you select specific plug-ins, you could actually see their saved aupresets in the library browser to the right, and you could select them from there! Pretty neat, or what.
But it means that you need to save your presets in this format. Usually the location where the presets go, or in case you get .aupreset files from the net, is in the ~/Library/Audio/Presets/<name of company and plugin>/ directory. where ~ means your home directory. Just select this option from the downward icon next to thee Copy button when you save your own presets. You could also build your own sub-directories in this location.
There’s even a group-effort to export as many presets as possible in .aupreset formats — see this forum entry over at LogicProHelp with a listing of which third party plug-in presets have been exported so far, and how to download them (most likely you need an account on this forum to see this thread).