When the Rage logo shows up the first time before the game loads, click the gear icon, then plugins, then Plugins Loaded on Startup (or something close to that, haven't been in that menu in a while) and click the checkbox next to 'LSPD First Response.dll.' If that does not work, load the game, press F4, then type "LoadPlugin LSPD First Response.dll" and press enter. And make sure that there is no space in LoadPlugin.