Okay um.. Re-download the package so that it ha the file extension ".7z".
Keep it in an easily-reference location, such as your desktop.
Download an unzipping utility that supports 7-zip compression.
I've provided links to the 7-zip utility and the WinRAR utility. Personally, I use WinRAR as it supports a wide range of compression algorithms.
WinRAR:
http://www.rarsoft.com/rar/wrar371.exe
7-Zip:
http://downloads.sourceforge.net/sevenzip/7z457.exe
Go back to the location you saved the ".7z" file (your desktop, if you followed the instructions exactly), and choose the option saying "Extract Here", or something very similar.
You should get several files on your desktop, or one folder.
Open C:\Windows\System32\, and place any files ending with the ".DLL" extension into the System32 folder.
You're done!
[END]
[PS]
For those of your curious, DLL stands for "Dynamic Link Library", as opposed to the outdated "Static Link Library". It contains commonly-used functionality which can be used by external programs. When a program is designed using one of these libraries, it needs to use the functionality contained by one of these files. That means it will need to be in a "local directory" (the same folder or relative folder to the program itself) or in a folder that the operating system is aware of and can forward to the program. By dropping it into your "C:\Windows\System32" folder, you are allowing the operating system to give the program the information it needs to link to the DLL and run.
There is a slightly more complex way to set up DLLs, for those of you who are curious/nitpicky. It is possible to set it up through the System Registry, but I do not advise this for the common user. It's much easier and safer to just drop it in System32 or the program's directory.