EDIT (the whole question, it was too unclear)
I want to use OpenSSL.NET
The OpenSSL.NET install instructions page: INSTALL
You're probably missing the VC++ redistributables. I'm assuming OpenSSL.NET is x86 only, so you can grab the VS2008 version x86 redistributable if they're release builds.
Otherwise, if they're debug builds (you'll see Microsoft.VC90.DebugCRT in EventViewer or the sxstrace logs) then you'll need to either: