Problem plugging in the DTS exporter

I'm new, very new. Plastic wrap new at this so if it's something simple please don't laugh but I downloaded the trial version of 3D S Max 2010. I followed this tutorial about making a model out of squares for 3d S Max, and then I got to the part about exporting it in a .DTS and naming it PLAYER.DTS . Anyways I downloaded the plugin on garage games website, but when the "DTS FAQ" document says "To install the exporter, simply place the file "max2dtsExporter.dle in the 3DSMAX/Plugins/ directory. Make sure that 3DS Max isn't running, as it loads plugins on start up. After you place the file in the plugins directory, start up max" I got confused. I found the 3DSMAX folder under my documents, but could not find a Plugins or Directory folder. I tried creating my own folders titled that, but that didn't help. And yes 3d S Max was not running when I did all this.