Loading Plugins

I'm having trouble loading plugins that I download from the site into my copy of GIMP 2.6.7

could someone take me through the procedure of using one of these files? I attempt to load the anaglyph plugin, and Firefox automatically places it in the Downloads folder. I must be doing something wrong here; I try and put the file into the Program Files location that GIMP uses to store the similar files, but it will not open it when I try and find it in the program.