Once you've downloaded the JPEGmini extension please follow these steps to install the JPEGmini exension into Photoshop:

1. Quit Photoshop, if running

2. Double click JPEGminiPhotoshopPlugin.exe

3. Accept End User License Agreement

4. Launch Photoshop and choose:
Window->Extensions->JPEGmini to display the extension panel

5. Enter your activation code when prompted