user modules

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Ok guys... i feel like an idiot here... im trying to install the libXML library... So basicly, this is what the instructions say:
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Modules can be installed via SYNCMODS (see modules below for availability). This is the preferred installation method, as it saves a lot of unzipping / copying, and automatically replaces the previous version for you. You can install / upgrade a particular module using the following :
syncmods -u your_name -p your_pass bah.MODULENAME
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But where do i type that in ? In the Program/Command Line ?? Nothing happens if i do... Someone wanna help me out... ??
Thanx//djdee