'downloaded afni'? How -- in source code or binary? Did you compile it yourself?
You need to install AFNI binaries in a directory in your path -- otherwise, AFNI won't find the plugins (stored in files with names like 'plug_*.so') when it starts. My guess is that you put AFNI somewhere NOT in your path (the list of directories that contain easily accessible executable files).
If you don't understand the process of using Unix at all, you might start with
[afni.nimh.nih.gov]
and then continue with
[afni.nimh.nih.gov]
Also, asking anyone around you who knows something about Unix would be a resource.