I uninstalled AllMargins after installing the Productivity Power Tools, but then realized there were some features of AllMargins that I liked better. This led me on a hunt to find it again. I had long since deleted my downloaded copy, and the official install has been removed from the VisualStudio Addons list.
However, I did find the source code still listed in Microsoft's archives, here:http://archive.msdn.microsoft.com/OverviewMargin/Release/ProjectReleases.aspx
The file download is named "OverviewMargin.zip" on the page, but the actual file it links to is "AllMargins.zip", which contains all the source code. It shouldn't be too hard to build and install it from there.
Also, if you plan on trying to build it from source, you have to have the VisualStudio 2010 SDK installed first.
Finally, there is this old blog post on how to configure AllMargins in the registry.
Edit:
I also updated this plugin to work with VisualStudio 2012, and renamed it to "OverviewMargin2012" : AllMargins / OverviewMargin extension updated to VisualStudio 2012