If you are using Dolphin Final, the directory structure should be as follows assuming you are using Windows XP:
Dolphin
-Data
--ansi_font.bin
--sjis_font.bin
-Plugins
--AudioPlugin.dll
--DVDPlugin.dll
--PadPlugin.dll
--VideoPlugin.dll
As long as you are running XP and have DirectX 9.0c, that should be all there is to it. If their are still errors, there is a possibility of data corruption. Check into it.