I have seen the thread: http://forums.dashhacks.com/f118/prxshot-0-4-0-t296962/

I have also seen the installation on the thread http://wololo.net/talk/viewtopic.php?f=26&t=4589

Copy the prxshot directory to the seplugins directory (or anywhere you want) and add the plugin to the game.txt file (and/or vsh.txt if you want to).

The problem is I have no seplugins, game.txt, vsh.txt etc.

This is all I have:
http://screensnapr.com/e/VgcoyP.png

What do I do :'(