You definitely need the VI Patch v2.01.
If you have the original MTW:VI game with the v2.01 patch or another mod with v2.01 the patch will look at those games and you get that message.
Best thing is to make a "virgin or original" MTW:VI v2.01 Patch make a new folder in here:

C:\Program Files\Total War

Name it Hellenic Total War copy/paste all original (C:\Program Files\Total War\Medieval - Total War) folders into that and install all HTW files to:

C:\Program Files\Total War\Hellenic Total War

In this way you can have as many mods as you want and if something goes wrong you don't have to reinstall again and again.

LZoF