Hi,
Perhaps he installed the content to a different folder than the suggested one and, like me, didn't take a look to the Installation section of the manual >_<
I must admit that I was at the verge of reporting the manual loading requirement when I decided to check the manual and found it perfectly documented... ^_^U
Regards!
EDIT:
TIP!! In Windows 7 and Vista you can make symbolic links, so... Let's imagine this scenario, you install the plugin content in:
H:\Audio Apps\Plugins\VstPlugins\VSTi\BlueNoise\Drummix\Metal1
Now you just have to run CMD with administrator privileges and type this:
mklink /D "C:\BlueNoise Plugins" "H:\Audio Apps\Plugins\VstPlugins\VSTi\BlueNoise"
* note that .\Drummix\Metal1 portion in this example is shared with the suggested and expected path! So the junction is made at the immediate upper level. However, if your install dir is totally different, you can create the C:\BlueNoise Plugins\Drummix folder and subfolder and create the SymLink there, named "Metal1", pointing to the very full PATH to where your SF files are located.
Then the plugin will load the banks automagically!

In order to remove it later on, you can delete it like any standard file "del <SYMLINK_NAME>" as it is *not* a directory but a "special" file. The target directory will not be affected.
Cya!