Basically, if you use a 32-bit N64 emulator (such as Mupen64, 1964, Project64, Apollo and the like), put i686-sse/Win32/rsp.dll in $emulator\Plugin. The spconfig.exe next to it isn't strictly required (at least if you're using the plugin for full LLE of all things--graphics, audio and everything else), but it's a good idea to run this from the emulator EXE folder (NOT the Plugin folder you put the DLL in) before first-time use in emulation to set up which things you'd like handled by the RSP plugin (LLE audio from plugins like Jabo's DirectSound, LLE graphics from plugins like angrylion's, ziggy's z64gl, etc.) or externally by the HLE plugin (Glide[N]64 for HLE graphics, the HLE mode of Azimer's Audio, etc.).