1.  Verify you have the 4 .dlls in this folder in your system directory.  If not, copy the 4 dlls (not the .dle) in this directory into your Windows system directory.
    WindowsNT - winnt\system32
    Windows9x - windows\system
    Windows2k - winnt\system32
    WindowsXP - windows\system32

2.  If you copied the 4 dlls into your system folder, you'll need to reboot before you can run 3d Studio Max with the Bliztkrieg plug-in.

3. After the reboot (if you had to do it), drop the .dle file into your 3d Studio Max plugins folder (by default. C:\3dsmax#\Plugins).