Where do you put the dll. (i.e literunner,geekamp,mzscript) files at???? Do you make a separate folder???

you can put them anywhere you want...as long as your LoadModule line in your step.rc, or included file, reference that directory

after installing litestep, restarting computer and loggin in i got next message
SHEmptyRecycleBinA couldn't be found in shell32.dll
(windows nt)