If you use shared hosting you can't install Ray media server, you need root acess to do that and vps or dedicated hosting.

Have you installed Dolphin 6.1 + Free Ray 3.5 + Orca 2.0 then you can use free rms from boonex.
If you have installed Dolphin 6.1 + Ad-Free Ray 3.5 + Orca 2.0 then you have to use rms from someone else.

Run the install script - Using your favorite web browser, navigate to install/index.php - go to url bellow to do that:
http://yourdomain/install/index.php