WordPress.org

Download the archive and extract the two contained files:

• commenturlcontrol.php
• commenturlpost.php

Upload the files to the plugin-directory of your blog. This should be

/wp-content/plugins/

After that, both files should be located at that directory. Do not create a subdirectory to store the files there!

Now, go to the plugins-section of your dashboard, look for the entry called Comment URL Control and press activate.