I install it by searching for the plugin's name, selecting install, pass the ftp data. After that I get the confirmation that WordPress Login Delay was successfully installed (http://floutsch.com/pub/download/wpld_confirmation.jpg - sorry, screenshots are in German).
Trying to activate the plugin from here only results in an error message stating the plugin "doesn't have a valid header" (http://floutsch.com/pub/download/wpld_error.jpg).
Activating it from the plugins list works just as expected, the issue is just about the activation directly after installation. Just wanted to let you know :)