Plug in help

I have a new Mac with snow leopard. I'm trying to install the flood filter plug in. I was told to DL it then drag the filter folder into the CS4 plug in folder in Applications. When I try to drag it the Applications file keeps disappearing back into the dock. I can't seem to keep it open while trying to drag the plug in into it.
What am I doing wrong?

Open Finder instead of trying to use the Applications stack in the dock.

I already looked in there. I don't know where they go.
I looked in the library> Application support> Adobe & still can't find a logical place to put these things.

Could you give me the EXACT path before I pull out my hair!