To learn more about DNS Prefetching:

Disabling (or configuring correctly) your site’s DNS prefetching option allows you to save immensely on bandwidth as described in this article .

Installation

Use WordPress’ builtin plugin installation system located in your WordPress admin panel, labeled as the “Add New” options in the “Plugins” menu to upload the zip file you downloaded

Extract the zip file and upload the resulting “browser-dns-prefetching” folder on your server under wp-content/plugins/ .

All you need to do after that is navigate to your blog’s administration panel, go in the plugins section and enable Browser DNS Prefetching.

In order to personalize the available options, check in WordPress’ “Settings” section under “DNS Prefetching”

For more information, see the “Installing Plugins” article on the WordPress Codex.