When you click the link, it will take you to a new page:
NOTE: You'll also find on this page a "Help" file for PDN as well as where to get downloads via the web. It is easier to find plugins through your program (tutorial here).
It will take you to yet another screen to download.
NOTE: please take care to notice that you'll need the .Net Framework in order to run this program. You will find the download for the .Net Framework right under the Paint.Net download (marked here with a RED arrow).
Go to your start button, left click ONCE until the box below pops up and then go to your computer.