That's the trick -- you can enable your DHE cipher all day long, but if the code doesn't set up DHparams, it will never work.
Here's a quick (no error checking) way to set up DHparams if they are appended to a cert:
BIO *bio = BIO_new_file(path_to_a_file_with_dhparams, "r");
DH *dh = PEM_read_bio_DHparams(bio, NULL, NULL, NULL);
BIO_free(bio);
SSL_CTX_set_tmp_dh(ctx, dh);
DH_free(dh);
Where do the DH parameters come from? You can generate it yourself (1024 bits here):
openssl dhparam -rand - 1024
For a completely isolated implementation (requiring no user certificate changes), see function ngx_ssl_dhparam in nginx-1.0.4/src/event/ngx_event_openssl.c