This is a stupid question, but how do I save these plug-ins to the correct folder? I've tried to search for it on my hard drive and I can't find the location.
It depends on WHAT the plug-in IS. If it's a script, simply copy it to the "Script Menu" folder under "Vegas 5.0" or "Vegas 6.0". If it's an effect or transition, either an installation file or instructions should be provided.