SKSE: Skyrim Script Extension
From Nexus Wiki
SKSE: Skyrim Script Extender
From the official ReadMe file: The Skyrim Script Extender, or SKSE for short, is a modder's resource that expands the scripting capabilities of Skyrim. It does so without modifying the executable files on disk, so there are no permanent side effects.
The SKSE is required for certain mods which require tight integration with the Skyrim game engine. The SKSE allows a modder to 'hook' into the game engine. An excellent example of this is the Skyboost mod which altered the game engine code of the TESV executable providing some graphic performance optimizations in pre-1.4 versions of the game.
Always consult the official download site for the most current version of SKSE. Each release of Skyrim will generally be followed shortly after with a new release of SKSE. When Bethseda issues a new patch for Skyrim, the SKSE developers will quickly follow with an updated version of SKSE.
TIP: You may wish to hold off on updating to the latest Skyrim patch until the updated SKSE is released. Steam users may not have this option as updates may be pushed through automatically by the Steam servers.
The latest version of SKSE can be found here. The downloaded file is a .7z archive and must be extracted using the freely available Windows 7zip archive tool. See here for detailed instructions on downloading and installing 7zip. Extracting the contents of the download will yield a directory titled skse_x_yy_zz. At the time of this writing, the current version was 1_04_10
CAUTION: Using WinZip, WinRAR or most other archive utilities will result in corrupt files.
The extracted directory will contain a src directory, two dynamic link library files (skse_x_yy_zz.dll and skse_steam_loader.dll), an executable file (skse_loader.exe), and three text files (skse_docs.txt, skse_readme.txt and skse_whatsnew.txt.) The src directory and the file skse_docs.txt are not used in this tutorial and are only of interest to modders. The readme and whatsnew text files may be reviewed to see what may have changed since the last Skyrim update.
Copy the two .dll files and the .exe file to your Skyrim game install folder.
For Steam installations, this is usually in your Program Files folder under Steam\SteamApps\commonskyrim\
Retail installations are usually in c:\Program Files (x86)\Skyrim.
TIP: If you see files named TESV.exe and SkyrimLauncher.exe, this is the correct folder. Do not copy these files to the Data folder as with a normal mod.
Test your installation
Launch the game by running skse_loader.exe.
If you use a desktop shortcut to launch Skyrim normally, just update the shortcut to point to skse_loader.exe instead of TESV.exe or SkyrimLauncher.exe and then exit the game.
If you launch the game from a shortcut in the start menu, update that shortcut.
In the same directory the .dll and .exe files were copied to should now contain a file skse_loader.log. Open the log file with a text editor such as Windows Notepad or notepad++ and verify that there are no errors.