I Get an InvalidCastException When Trying My Own Models

This is likely because you are loading a model that contains unskinned meshes, in which case BasicEffect instead of BasicPaletteEffect is used.

One way to counteract this by iterating through a model's effects in this way:

    foreach (ModelMesh mesh in Model.Meshes)
    {
        foreach (Effect effect in mesh.Effects)
        {
            if (Effect is BasicEffect)
            {
                BasicEffect basic = (BasicEffect)effect;
                // TODO: Add effect logic here
            }
            else if (Effect is BasicPaletteEffect)
            {
                BasicPaletteEffect palette = (BasicPaletteEffect)effect;
                // TODO: Add effect logic here
            }
        }
    }


Read here for more related information:
http://www.codeplex.com/animationcomponents/Wiki/View.aspx?title=Content%20Pipeline%20Effect%20Choosing&referringTitle=Creating%20a%20ModelAnimator

The DLL's Aren't Working!

Does your card support pixel shader 2.0?
Have you added Animation.Content.dll to the content pipeline and Animation.dll as a reference to your project?
Did you set your content file processor to "Model - Animation Library?"

If you are still having problems, please post in the forums.