1) Download and install R for windows
2) Install the psych package
Run the following line of code in the command prompt
3) Load psych package
Run this code
4) Run the test
Enter code like this:
This above code tests whether correlation of 0.20 is statistically different from 0.30 given that the two predictor variables are correlated 0.93, assuming a sample size of 100.
The output in R looks like this:
paired.r(.2,.3,.93,100) $test  "test of difference between two correlated correlations" $t  -2.832009 $p  0.005614689
It could be written up as:
The correlation between IV1 and DV (r = 0.30) was significantly larger than the correlation between IV2 and DV (r = 0.20), n=100, p=0.006.