1) Copy the files to your phone using ActiveSync:

Make sure your phone is connected to your computer and AciveSync is running. Right click on the ActiveSync icon on the lower right corner of your screen. Select "Explore" from the contextual menu. 
A new window will now open and you'll see an icon "My Smartphone". 
Click through your phone's directory structure untill you get to Accessories:
My smartphone > Storage > Windows > Start Menu > Accessories 

Copy both files provided in the zip file to this location.

2) Running the application 

Select "Start" from your phone's menu. Select "More..." and on the following screen select "More..." once again. Now you can select "Accessories". 

According to your needs you can now select "unlock_8390" or "lock_8390". Every time you use any of these two files you will get an sms (system notifaction) stating that the device settings were successfully changed. 