I found a solution to plugin installation on Vista. I found out that there wasn't an extract here option when installing the plugins to their proper place, and the solution to this is to manually copy each plugin individually (if it comes in a pack) to the effects folder and then unblocking each one. After doing this, the plugins now work. Thanks for the much needed help. It has helped me come to realize something as I have tried this yesterday on an XP and it worked. I just had to do something slightly different for Vista.
I've tried that also, sometimes it appears, and sometimes it says that the folder is empty. I got confused at a certain point, so I started over, extracted the files and then unblocked them. I then went to see if they installed, but they didn't.
Like the tutorial in the link you provided, I save the plugins, and place them in the effects folder for paint.net. I then unblock them (if needed) in properties, leave it and then I go to paint.net. The Ed Harvey effects should appear in the effects menu where they should be, but don't appear. I think there is something I'm missing. Nothing else is in the effects folders except for the plugins.