Here's a quick example of what I do.
- Start 3D Ripper DX.
- Locate Dolphin EXE.
- Make sure "Capture all textures" and "Also capture to Wavefront .OBJ" are both checked.
- Setup the Output Directory's.
- Hit Launch.
- Make sure Dolphin is Direct3D9.
- Locate my game.
- Push Play button.
- Now the game should run with the "ready to capture" text on the top left corner (Also I like to have "Render to Main Window" checked).
- Now when a model is on screen I hit F12 and if for some reason that doesn't work, I try F11.
- Now I check the Directory where the data should be located. If I can't find it there, then I Check "C:" and look for "2".
- If there's nothing at all, then it probably didn't work.