If you want to install a Visual Studio 2005 Add-in for all users, drop the .AddIn and .DLL files (along with any subdirectory containing satellite DLL(s)) in the following directory:
C:\Documents and Settings\All Users\Application Data\Microsoft\MSEnvShared\AddIns
C:\Documents and Settings\All Userson your machine, adjust accordingly.
Microsoft's documentation on installing a Visual Studio 2005 add-in is fairly confusing, although I do see now that they mention this directory in a comment below the main article.
This issue came up as part of deploying a Visual Studio Add-in for Marmoset which a YCP student and I wrote this summer. Marmoset is a nifty project submission and testing server for programming courses. I expect the Add-in will be a part of the forthcoming open source release of Marmoset, which should happen sometime this Fall.