If you are downloading Modloader for Optfine you don't need to, Optifine don't run on Modloader if I remember right, I use Optifine and did not download/install Modloader and it works like it should :)
But if you want it anyways you do: START -> %Appdata% -> .Minecraft -> Bin ->
Open Mincraft.jar -> Drop The Modloader File In To The Minecraft.jar -> Delete META.INF (Very Important) -> Play!
I suck at explaining stuff so if it helped your welcome :p
Video example, they help much more :)
http://www.youtube.com/watch?v=nFY94W2vHmc#ws