Problem loading mod

Since i had work done had to reload mod.'

I loaded mod from filefront.
loaded mod into clean rtw.
then a message/ please don't load mod into programs.
My rtw game is creative assembly's
it was loaded auto. into programs/ creative assemly/ rtw. your message said
it wasn't recommended
So where should it go ?
I have the mod finally loaded with going to folder and hitting single player.
This is the only way to start the game.
Music seems not clear, also when loading on screen i could see my computer the first time and other desktop icons.
So i reloaded it again ,then i was on game map. but still music not clear.
Game seems lag.

please give the setup to where the mod should go. If not programs file.
give detail.
I done this before and had no problems.
But now a lot of strange things have showed up, which i have said above. thank you..