I'm assuming you're using BDS 2006 as you've mentioned it in another post.

Firstly, you open BDS 2006. Then find the file dclusr.dpk (this resides in <DELPHIINSTALLDIRECTORY>/lib. Open it.

If its not already visible, open the project manager by pressing Ctrl+Alt+F11 or select 'Project Manager' from the 'View' menu.

The select 'Contains', right click it and select 'Add'. Browser for BassPlayer.pas, select it and then click 'OK' on the dialog that popped up when you clicked 'Add'.

Right click 'dclusr100.bpl' and click 'Compile'. If there are any problems, resolve them. When it compiles right click 'dclusr100.bpl' and click 'Install'.

You should also add the directory containg 'BassPlayer.pas' to your IDE's search directory list.

And that should be that. It will be present on the 'Samples' page of the tool palette.