Requirements
You have a logo sized at a default of 296x69 pixels. When you upload it, it gets renamed to logo.gif. If your logo is bigger than that, this tutorial has the instructions as well.
Instructions
1. Login to Dolphin Admin.
2. Go to Settings > Basic Settings
3. Under "Change Main Logo" browse for your logo and upload it.
4. Refresh you main site. You should see your logo.
To know how to change the height of your logo, see this tutorial.