There are two prerequistes.
1) Install Cybersource .Net Client from http://apps.cybersource.com/cgi-bin/pages/dev_kits.cgi?kit=_.NET/_.NET2.0
2) Install WSE 3.0 from http://www.microsoft.com/downloads/details.aspx?FamilyID=018a09fd-3a74-43c5-8ec1-8d789091255d&displaylang=en
More detail instruction could be found from http://www.cybersource.com/support_center/implementation/downloads/soap_api/SOAP_toolkits.pdf
Copy Cybersource payment module binaries to Web\Bin directory and follow Configure Credit Card Payment Gateway to set up configurations.