Hi,Nascaraddicts93..
I just solved the my problem just now..same with the trouble you had..
~Here is what i do:
-Go to the Effects Folder..*can you see another folder contains the effects that you just download?
-Open it..copy all inside that folder
-Go back to the Effects Folder and paste it all there..
Then try to open your paint.net again.Hope this can help you out of the trouble.