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