First Step:

Copy the Plugin (plstat.exe) into the Blitzin-Folder

Some help if you are not sure what that means

Second Step:

a) Right-click on the Blitzin-Icon on your Destop. Select "Properties".

b) The Shortcut tab should already be selected and the Target line be marked. Hit the "End"-ey to go to the end of the line, then add a space and /plugin=plstat.exe.

c) Close the Properties with the OK-Button

Third Step:

Verify that it works: Start Blitzin
The first lines in your main console should be like this

BlitzIn 2.52.00.en
Copyright (C) 1998-2005 Internet Chess Club
=== Launching Dplstat.exe
=== Successfully launched PlStat 1.2

If it didn't work as expected, look here

Note: If your Blitzin wont even connect (which is possible if it doesn't find the plugin file, see the section in the faq about that) you can still run it using the link in your start menu

Fourth step

Now everytime you use the desktop icon, Blitzin will start with the plugin. It will not if you use the start button, so you will have to modify the link in there too:
Go to Start, all Programs, Internet Chess Club, Blitzin2.xx, right-click, choose properties and proceed as before. Test this too, if it works you are done.