Until now installing an effect plugin meant unzipping a compressed archive, opening a new explorer window, locating the paint.net effects folder and copying the file.
Effect Installation Right-Click Menu adds a new entry to the right-click context menu of each ZIP file. When clicked this will install the contents as a plugin, meaning that the process of installing an effects plugin now only consists of moving to the parent directory, right-clicking on the folder and selecting the "install" option.