Fom memory, they are in .ai format which means they are meant to be used in either Adobe illustrator or Macromedia freehand and are Vector based, not pixel based. I think you can open .ai files in photoshop though.
EDIT: Just checked and they are in .EPS format as well so you can open them into photoshop at whatever size you want without losing any quality. I'd strongly advise not using photoshop for Jersey design though as it is not vector based (i.e, is pixel based and will lose quality when scalling).