You brought up a good question for me, because I had never wondered how the peanuts in shells were salted.
From the American Peanut Council:
To season peanuts in the shell - prior to roasting- the peanuts are washed and then the seasonings, which are dissolved in water, are forced through the shells by a pressure process. When dried during roasting, the seasonings remain inside the shells.
But I do prefer plain peanuts more. Planters salted peanuts have a bazillion extra ingredients beyond salt, and it does not make sense.