Ask a friend with a PC to transfer the MLPC.EXE file from the DOS Diskette of MACLINK PLUS PC into your 95LX's C:\ drive. That's the ONLY file you'll need in the 95LX. What's nice is that the program takes up only 32K of memory in your 95LX.
If you're like me and don't know anyone who has both an IBM compatible and a 95LX, you'll have to go through an extra step to install the MLPC.EXE file into your 95LX through your Mac. See "Setting Up Your 95LX Without an IBM Compatible" at the end of this article for instructions.
On your Mac, follow the instructions in MacLinkPC/Plus to install the software onto your Mac hard drive.