EDIT (the whole question, it was too unclear)
I want to use OpenSSL.NET
The OpenSSL.NET install instructions page: INSTALL
As a last resort, if nothing else works:
It may be useful to know where the application (.net or not) is looking for the DLLs. Just use Process Monitor and filter for the file name of the DLL. Then copy it to a location where the application is looking for it.