If you load in a song that uses a plug-in that you miss, it'll ask you if you want to search for this plug-in at kvraudio.com.
I was thinking: Isn't it possible to add a setting to give a default VST Directory, and when it encounters a vst in a song that isn't in the list, that it looks for the dll in that folder or subfolder, or optionally (preferred actually) looking for that plug-in in the directory the song is stored in.
Say, you download a song and it has plug-ins in the package, it'll look in the directory to add em.