If you need the lame.dll file to make MP3 files with Audacity, then follow these instructions:

1. Right Click Here and save the contents to your desktop
2. Open the folder you just created
3. Inside there is a folder called libmp3lame-3.97.  Copy and past this to your My Documents folder
4. Open Audacity
5. Choose Preferences from the Edit menu
6. Click the File Formats tab at the top of the window that appears
7. Click the Find Library button by MP3
8. Locate the libmp3lame-3.97 folder you just placed in your My Documents
9. Click lame-enc.dll and click the Open button.

Now you came make MP3 files.