Read the answers in the thread again.
As Moth3r said...

Extract the INF file from the source.zip and the DLL file from the other zip, rename the dll to huffyuv.dll, right-click on the inf file and select "install".
The Huffyuv codec should now be available from VirtualDub in the Video -> Compression dialogue.

You don't 'run' or double click on the huffyuv .dll or inf file.

Everyone here is really happy to help out, there is stuff each and every one of us doesn't know squat about - but it really doesn't hurt to search a bit, read a bit and think a bit *before* posting questions.

If nothing else try googling a bit before asking. Googling huffyuv brings up the page you needed on the very first hit. Same for VLC, powerdvd and windvd. (By googling I mean typing stuff into www.google.com).

Then you will find you will probably understand any answers more fully as well as you will already have done a bit of background reading.