OK I'll try to make it clear
Get D2Loader and Zoids Pickit from
http://www.gamehackers.net/~zoid/d2/zpickit/
Copy the D2Loader files in your Diablo2 folder and overwrite the old files.
There should be a folder called "Plugin".
There you copy the Zoid Pickit files, edit zoid.dll and zpickit.dll like you want it and run Diablo2.
Easy huh?
If you want to use D2HI, you have to change the "Magicchar" in zoid.dll to : or what you want.
Pickit on -> Type .set pickit 1
Pickit off -> Type .set pickit 0
Instead of the . use your magicchar.