For gVim 7.3.46 on Windows 7 64-bit fully updated (I run gVim 7.3.46 because it adds a reliable instance of \"Edit with Vim\" to the Windows context menu.)
Despite havin
mru.vim should be placed in the bundle folder such that the path is
D:\Program Files (x86)\Vim\vimfiles\bundle\mru\plugin\mru.vim
Although it should really be placed inside vimfiles in your home directory not Program Files
$HOME\vimfiles\bundle\mru\plugin\mru.vim
Pathogen makes it so that every folder in bundle is part of the vim runtime path. This allows every plugin in the bundle folder to have a clean environment for it to store all related files.
For example if you had two plugins that had more than one file (for example they both came with documentation).
Then the file structure of the vimfiles folder would look something like this.
vimfiles/
plugin/
plugin1.vim
plugin2.vim
doc/
plugin1.txt
plugin2.txt
But what happens when you want to remove one of the plugins you need to go find each and everyone of the files (and you might miss some).
With Pathogen installed your directory structure would probably look something like this.
vimfiles/
bundle/
plugin1/
plugin/
plugin1.vim
doc/
plugin1.txt
plugin2/
plugin/
plugin2.vim
doc/
plugin2.txt
Pathogen appends all of the folders under the bundle folder to the vim runtime path. This allows vim to find the files and vim is none the wiser that its not in the usual place.
This also allows for easier removal of plugins. You don't have to go searching for all the files that came with the plugin you just need to remove the relevant folder from the bundle folder.
Just for completion sake. (You don't need to do this if you don't want to)
Installation.
If you used git you can now go to the github page for vim-scripts and find the plugin you want. Since you were interested in using mru the link to the mru plugin is https://github.com/vim-scripts/mru.vim
Now to install the plugin you just need to go into the bundle folder and run
git clone https://github.com/vim-scripts/mru.vim
All the scripts in the vim scripts repository have the proper structure that pathogen is expecting so after running that one command you are done installing the plugin.