I want this plugin like in this video http://www.screenr.com/m6L I did a search for it through wordpress like instructed in the video but I can't find the plugin, anybody know how I can get a hold of it? Thanks.
http://lmgtfy.com/?q=wordpress+thread+comment or http://wordpress.org/extend/plugins/wordpress-thread-comment/ Installing Plugins Manually or Automatically you may have to install the plugin manually.
I also want to add that Wordpress by default allows threaded comments since Wordpress 2.8 or so and you do not need any plugin for the same. If your theme supports threaded comments, then just enable it at Wordpress Admin Discussion Settings and it would be visible. Most modern themes support threaded comments by default anyways. That is also one of the reasons why the above mentioned wordpress theaded comments plugin has not been updated for nearly 2 years now. It is not needed in almost all modern themes. Just enable threaded comments from Dashboard >> Settings >>> Discussion