Installing a new control

I have downloaded a new AJAX Control. but I don't now how to install it. in the readme file says:

1. Copy /ModalUpdateProgress folder into the AjaxControlToolkit projectin the AjaxControlToolkit solution you downloaded. Make sure the js fileis set as embedded resourse. recompile the project.
2. Reference AjaxControlToolkit.dllin your web app.

How do I recompile the project and how to set the js file as a embedded resourse

Seems both ModalUpdateProgress and AjaxControlToolkit are need.

Are they downloaded from the following location?

http://ajaxcontroltoolkit.com/

http://www.codeproject.com/Ajax/ModalUpdateProgress.asp

yes they are. AjaxControlToolkit is installed and it is working fine

I have downloaded some other controls such as ModalUpdateProgress but I don't know how to "recompile the project ". What project?