I just downloaded a full new bukkit server and downloaded the voxelsniper plugin, the problem is that when i click on the run.bat, to run the server, it says that it couldn't load the plugin and no files get created...

Please help, I don't know what to do...

How are we supposed to help if you don't even tell us why the plugin could not be loaded?
Read the Readme (https://github.com/TVPT/VoxelSniper/blob/master/README.md) and make a proper bug report, please.