I'm taking off so I might be leaving you hanging here.
Download the plugin to your computer. It will be a .zip file. Double click it and it will expand into a folder.
Open your FTP client and upload the folder to the plugins directory in your web site's web space. If you don't know how to do this, try logging in to your web hosting companies control panel. They might have a FTP uploader built in to the control panel.
THEN, when you go to your WordPress admin panel, you will see the plugin, unactivated. Activate it and see if you can use it without that message.