1)
-Change into you Plesk Admin htdocs directory (e.g. /opt/psa/admin/htdocs)
-Make a directory for the DynDNS Control Panel (e.g. "mkdir dcp")
-Set chown of the directory you made above to root:psaadm ("chown root:psaadm dcp") 
-Set chmod of the directory you made above to 755 ("chmod 777 dcp")
-Extract all files of the ZIP into that directory
-Set chown of all files to root:psaadm ("chown -R root:psaadm *")
-Set chmod of all files to 755 ("chmod 755 -R *")
-Set chmod of all txt files and directory dbs to 777 ("chmod 777 -R dbs/ *.txt")
-Set the wrapper to chown root:root ("chown root:root sh/wrapper")
-Set the wrapper to chmod 4755 ("chmod 4755 sh/wrapper")
-Go into directory "dynupd" ("cd dynupd") and make 2 symlinks 1. ("ln -s ../sh") 2. ("ln -s ../dbs")

The wrapper is compliled on a 64 bit system with Plesk 11. If you want (or have) to compile your own wrapper just do this:

cd sh
rm wrapper
gcc wrapper.c -o wrapper
strip wrapper
chown root:root wrapper
chmod 4755 wrapper

============================================================================================================
IMPORTANT THE DCP DON'T WORK ON PLESK LOWER THAN VERSION 9!!!
============================================================================================================

-make your settings in file config.inc.php

2)
-Login to your Plesk as admin
-Make a new Custom Button with the following settings:

Button label: Just choose a name ;-)
Location: Domain administration page
Priority: 100
Background image: choose the dcplogo.png of the ZIP
URL: your directory you made above an the index file (e.g. "/dcp/index.php")
Include domain id: yes
Include domain name: yes
Include FTP Login: no
Include FTP password: no
Include client id: yes
Include client's company name: no
Include client's contact name: no
Include client's e-mail: no
Context help tip contents: whatever you want
Open URL in the Control Panel: yes
Visible to all sub-logins: yes (if your clients are allowed to use the glm) ["no" in Plesk 10.x]

3)
Make sure that the SOA Settings of your Domain-Nameserver are fit to use that domain as a DynDNS-Settings.

e.g.:
TTL: 1 Minute
Refresh: 5 Minutes
Retry: 5 Minutes
Expire: 1 Day
Minimum: 1 Hour

IF YOU'RE USING THE ADDONS WITH PLESK 10.x A SPECIAL CONTROLLER IS NEEDED!
DOWNLOAD THE CONTROLLER AND INSTALL WITH THE INSTRUCTIONS FROM THE INSTALL.txt

Download -> http://haggybear.de/download/psa10_controller.zip

Since Plesk 10.4.x no additional controller is needed!