Returning to my Effects folder located under My Documents. I currently have "My PSP Files" and "My Gimp Files" located there, one (PSP) is installed by the program. As PDN grows there will be need for Brushes, Plug-Ins Etc and the user needs to add to the folders. This is one of the easiest approaches, well demonstratred over several years that it has been used in other programs.
Having installed Paint.Net on several computers, most users are reluctant, or not capable of finding the Effects folder within the Program Area. I know because I end up doing it for them. With third party Plug-Ins and scripds it seems appropriate to make this easy especially since they are in a .dll format.
from a programming standpoint it is quite simple to point to, both or either, Folder for loading Effects or to allow users to select Effects.