It was actually pretty simple. I knew it had to be. Here's how:
Run ptcsetup.bat in your ProE/bin directory. Then forward to the screen called Optional Configuration Steps. On this screen check mark the Configure Other Product Interoperability option, then click next. This will put you on the screen in the attached image. Look towards the bottom to find the Mechanica installation pointer. Use the folder to browse to your Mech installation directory and when your done, select Configure and you should be all set.
See attached image.
Original question: How do I make Mechanica run from within Pro/E?