You've put it in the wrong folder, or have the wrong version of the plugin for your version of GIMP. Like most modding - this is a check, recheck, triple check what you have done. If you want to get into modding there will be a lot of 'I just KNOW I did it right! I'm certain! Oh wait hang on... there it is" moments, sometimes the obvious is the easiest thing to miss.
The file path for my GIMP plugin is:
C:\Program Files(x86)\GIMP-2.0\lib\gimp\2.0\Plug-ins
Make sure the dds.exe files is in there.
You can ignore the (x86) if you don't have a 64 bit system, I just do so I put my exact path in, but yours might just be 'program files' etc.
Anyway, also make sure you have the correct plug in version.
If you are still getting the message, state EXACTLY what it says. But remember don't just assume you've done this right, take a half-hearted glance and go 'yup, still right', really check the file path as though you had no bias whatsoever. It is why people are recommended to read text backward to find mistakes since your brain will just wash over mistakes often when proof reading.
Anyways, good luck.
