Rahul,
I just finished a very similar installation.
I have apache 1.3.12, openssl, mod_ssl, php4, jserv and cold fusion all working together on a slackware 7 linux box.
Most definitly use DSO. This makes upgrades so much easier.
If you read the install file that comes with mod_ssl, it should have everything you need in it. Just follow the directions. Well you should be able to leave off the mm library.