After you choose the plugin, go the updates url and directly grab the latest .hpi. Let's say you want Conditional Build Step. Be aware that several plugins, including Conditional Build Step, have dependencies and you'll need to download and install them yourself. To find out what are the dependencies look up the relevant wiki page and download the equivalent .hpi(s).
Finally, to install the plugin simply go to the Jenkins web-ui under Manage Jenkins > Manage Plugins > Advanced or http://[JENKINS_URL]/pluginManager/advanced and upload the .hpi(s), dependencies first.
If you accidentally forget a dependency it will look like this, note the java.io.IOException: Dependency run-condition (1.0) doesn't exist.