Use assets from another project?

Im trying to add the “hero” and “Orb” assets from the 3rd Person Shooter example project http://unity3d.com/support/resources/example-projects/3rdpersonshooter to a project of my own project but every time i do it they just come in pink. It’s probably just a stupid mistake that I’m making but any help would be much appreciated. Thanks :o)

Export Package includes dependencies.

The broader question of sharing assets between projects requires a source revision control system.