Did you download it because it dosen't com with Paint.NET. Once you do, copy the plugin file (.dll) to your Paint.NET/Effects folder and restart Paint.NET. Then go to Effects>Distort and it should be right there "Sphere..."
Vorlock, I can't see how the planet looks from the small picture but if you already have the planet then just duplicate the layer, zoom blur it a bit, then change the layer's blending mode until it looks right.
Here's a link to a tutorial I made on how to do that. Similar and probably the same method but I used less asteroids.
http://paintdotnet.12.forumer.com/viewtopic.php?p=26117#26117