After Effects doesn't offer a native Inner Shadow effect so the only way is by using Layer Styles. The only way to get to Layer Styles is to twirl down a million properties and, once you're there, the controls aren't very intuitive.
Inner Shadow, a pseudo effect modeled after Drop Shadow, makes managing your Inner Shadow Layer Style quick and easy.
Remember, this is not really a plug-in. You'll need to install the preset by adding it to your Presets folder.