The plugin is now bundled in Fiji. If you are not using Fiji, download Sholl_Analysis.jar from the plugin's page and place it in the ImageJ/plugins/ directory. Alternatively, drag the jar file from your file manager, drop it on the main ImageJ window and follow subsequent instructions.
Restart ImageJ and there will be a new Analyze▷Sholl Analysis… command. The plugin's built-in help will redirect you to the new webpage.
Please note that Fiji is the most convenient way of keeping your ImageJ distribution up-to-date. Without access to Fiji's built-in updater, you are strongly advised to upgrade ImageJ to its latest version using Help▷Update ImageJ…
— TF 2013/06/06 11:42