This is how it was explained to me:
1. Download ENB 0.264 http://www.enbdev.com/mod_tesskyrim_v0264.htm (scroll down for download button), extract d3d9.dll and enbhost.exe (the ones in the Wrapper folder) to your Skyrim folder.
2. Download ENBoost http://www.nexusmods.com/skyrim/mods/38649/?, extract the appropriate enblocal.ini to your Skyrim folder.
3. Then you're basically good to go, but you might want to tweak the video settings in enblocal.ini depending on your rig. See the How to configure section in the description for ENBoost for details. The most important ones are:
ExpandSystemMemoryX64=true (set to true if having a X64 system)
VideoMemorySizeMb=1920 (set to the same size as your VRAM, i.e. if you have a 2GB GPU, set it to 2048 etc.)
4. Also, I've read that it's a good idea to launch the game once via the normal Skyrim launcher when adding a new .dll as you do with ENB, so you might want to do that if you normally launch it with SKSE. I haven't noticed any difference when doing it or not, but, as said, I've seen it recommended.
5. That should be it. You can tweak the settings more if you like. Note that you get other fixes as well when using ENBoost (see the FIX section in enblocal.ini). For instance, you can use texture replacers that support parallax, which is very nice.
I followed these instructions and it works.