Files for managing your files.
Copy cmumath.sty into the directory $TEXMFHOME/tex/latex/cmumath/. You'll probably have to make some of these subdirectories.
You can find the value of $TEXMFHOME using TeX's kpsewhich:
kpsewhich -var-value TEXMFHOME
Then you can just put the line \usepackage{cmumath} and it will just work!
Check out template.tex for a juicy example.
(Make sure to change the /myname and /myandrew command to reflect your name and AndrewID!)