The zip file contains many dll, but to install the add-in the one to choose is DeblectorAddIn.dll, all the others must be in the same directory. To insert breakpoints the program must be paused. You can attach a running program, or open an executable with Reflector, select it, and press play. Note that the F5 short-key is not used to start the program because is already used by reflector itself, instead, you can use F7.