Place the updated holidays.txt file into the mktdelta\admin folder where MarketDelta is installed. Typically this is the C:\Program Files\mktdelta\admin\ directory (or C:\Program Files (x86)\mktdelta\admin\ directory on 64-bit systems).

Using this replacement file is necessary. It supplies MarketDelta information about day session holiday dates as well as information about when daylight savings time begins and ends for U.S. markets in 2012. 

If you have previously setup your own myholidays.txt file with override holiday dates, then you can edit this file to add the 2012 holiday schedule to the end of the file. Here are the lines for 2012. You may omit any holiday dates you wish, but the lines for daylight saving time for 2012 must be present in your myholidays.txt file or you will get the warning message at startup.

-
- Year 2012 Trading Holidays & DST Dates
-
-YYMMDD
120102,H,New Years Day (Observed)
120311,DB,Daylight Savings Time Begins (U.S.)
120406,H,Good Friday
121104,DE,Daylight Savings Time Ends (U.S.)
121225,H,Christmas Day (U.S.)

Once you have updated or replaced the holidays.txt (or myholidays.txt) file and have started up MarketDelta again, you can verify that your holiday setups are now correct by doing File-->Open-->Holidays File. This command will show the text of the holidays or myholidays text file currently in use by the software.

Complete information on managing the holiday sessions file can be found here.