I'm about to go insane trying to make this work

I have waited forever to get enough points to download Shadow the Hedgehog rom and when I finally did, It's been giving me nothing but problems...I can't get it to work, I extracted it, and I'm using Dolphin SVN R 4771 to try to play the file but, It keeps saying
"Error loading Plugins/Plugin_DSP_HLE.dll: can't find file" and "Can't init DSP Plugin" and then "Couldn't init the core. Check your configuration"
What am I doing wrong? :( I really just want to play my game lolz! XD

I think it has something to do with your plug-ins.

Replying to #2

I know that already XD What I need is someone with the know-how to fix it :D

Google. It saves lives. Just by typing it into Google, I found this.

Q. I get the following error message/s "Error loading DLL Plugins/Plugin_VideoDX.dll" "Can't init DSP Plugin" "Can't open Plugins/Plugin_DSP_HLE.dll, it's missing" "Couldn't init the core. Check your configuration"All solved by updating DX9, link above.

Apparently, yours isn't updated enough.