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You should not try to use more than one follow plugin. So if you have a follow plugin already and want to give Nofollow Case by Case a try you should deactivate your existing follow plugin first because one of the plugins might overwrite the rules of the other one.

Optional:

1. If you want your comment links to be opened in a new window change the default option in line 58 of your nofollow_case_by_case.php.

Recommended:

1. Just upload nofollow_case_by_case.php to the /wp-content/plugins/ directory
2. Activate the plugin through the 'Plugins' menu in your WordPress admin

... and you are ready to go!