1. Go to your administration center
2. Go to Forum->Smiley and Message Icons
3. Enable Customized Smileys, allow users to pick their Smiley Sets, and set the Smiley Directory to http://www.vitaehost.0lx.net/SMF Smiley Sets
4. Go to Smiley Sets
5. Go to New Smiley Set
6. Enter anyone of these in the URL, and use any name you want (also, be sure to select import smileys already in directory, it will give you an error but it works anyway.)  :
black_en_white
Blue_Winter
DarkB
divine
ellow_blue
ellow_green
ellow_orange
ellow_pink
ellow_red
ellow_yellow
ellow_yellow_christmas_edition
ExcellentSmileys1
express2
halloween
icube
Lots_O_Smileys
msnicons
perfect_smileys
sarcasmics
tino
yarex2

If you wnat to see them, I have them all installed at http://jntg4world.smfforfree3.com/ so if you want to see them before you install them, you can register there and look through them in your profile->Look And Layout Options.
You already have default and classic

what link are you trying to go to?  Were you reading the instructions?  That is to be the Smiley directory, the smileys are within sub-boards, its index can't be viewed.

it should work on all, oh, I just relaised that some sets won't show up, it will have an image loading error.

Jntg4... this will work only so long as the smileys in those folders are named the exact same names as the existing ones on hosted forums -   any that it does not have will show as red x's and members will only be able to delete them from Edit smileys with no way to fix nor change them...   just some info  (i dont know if they are named the same or not)   If they are, and they all work then cool.