Don’t go crazy, please, its only 3D!
Select an object, add or create a “Material” to it!
Then go to “Texture” buttons window, in Texture Panel, Texture Type slot choose "Plugin…a Plugin Panel will appear, then click the big “Load Plugin” button, and browse your HD to find the “plugin DLL”.
Bye
2.5 is still in alpha. Don’t expect everything to work. Use 2.49 until 2.5 is usable.
Also in the future post that you are using 2.5 ahead of time. You’re link is to an old tutorial. It could be that it does work in 2.5 but not as it did before. If it works, there is likely someone who has figured it out. But nobody knew you were trying to use 2.5.