Put the model file(.cir) into the same folder as the test circuit(.asc).
Mesfet U2 uses the "Universal" Symbol Type. The type of Mesfet can be 
changed with a right mouse click over the model name. It always requires 
a .include model file for the used models.

I recommend to put the symbol file(.asy) into the directory where the
schematic is. This has the advantage that you can move/copy all your design 
files to any other directory or other PC. You never have to think about 
missing files.

Another chance would be saving the symbol file(.asy) into the LTSPICE 
installation directory 
...programs\ltc\swcadiii\lib\sym\private .
Maybe you have to create first the subdirectory "private" there.

There is more help about subcircuits and symbols in the download area.

Files->Tut->Symbol types  