LUCIFERinHIDING

ok im a little confused here i will try and explain as best i can... ok so i got the file, opened it will winzip, (shows all the texture files and so on) but i dont know how to actually add to the game, it says "MGE must be insalled to the morrowind directory" which im not exactly sure how to go about im kinda new to this kinda stuff only started getting mods a few days ago... if it helps i have and know how to use the TESconstruction (not well but learning quick) and im on windows XP and i have WinZip if you need to know anything else just ask