This is WordPress 101, so more than you ever want to know about it is posted on the web and I’ll be very brief. MSTW plugin page templates and stylesheets can be customized for each site. The plugins will look for the appropriate files in the current theme directory, then in the plugin’s home directory.
If the files in the plugin’s directory are customized, then any new version of the plugin will overwrite those files. If you move the file to your theme’s directory, you have the same problem. Any new version of the theme will overwrite those files. Either way, your changes will be lost.
SO, always create a child theme and put any modified files in that theme’s directory. They will be safe there from both plugin and theme updates.