Assuming you have installed WinRAR, go here and download the Reshade installer. After that go here to the enbseries webpage and download the ENB files.
Run the Reshade installer and navigate to your FalloutNV.exe in SteamApps/Common/Fallout New Vegas and then click DirectX 8/9. When it asks you to install the example shaders list, click no.
Now go to SteamApps/Common/Fallout New Vegas and rename "d3d9.dll" to "Reshade.dll" without the quotation marks. Make sure to also delete the d3d9.ini file.
Extract the previously installed ENBseries zip file to anywhere on your PC and copy d3d9.dll, enbhost.exe and enblocal.ini located within the Wrapper Version folder and paste them within SteamApps/Common/Fallout New Vegas.
Now just download Rudy ENB and extract those files within your New Vegas folder. Be sure to open enblocal.ini afterwards and change "[Proxy]" part to this:
EnableProxyLibrary=true
InitProxyFunctions=false
ProxyLibrary=ReShade.dll
Hope I helped!