Depending on your version of OS X, you will need to configure and run FTP and open a port in the firewall. It’s best if you google your OS X version – 10.6, 10.7, etc. – specifically and find the docs necessary to set up FTP and Sharing.
You also need to realize the security implications of opening up FTP to your local machine; someone port scanning your IP may be able to find your FTP port.
It’s often easiest – and the best for security – to simply download the plugin and move it into the plugins folder.